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AUTHOR: Gordon GustafsonDATE: JUN 2002
AUTHOR: Gordon GustafsonDATE: JAN 2002
Which Volatility Measure? by Gordon Gustafson
ARTICLE SYNOPSIS...Which Volatility Measure? by Gordon Gustafson
Is it true? Is average true range, an approximation, superior to standard deviation, the most beloved of quants, as a measure of volatility?
Many traders use some measure of volatility to
generate signals i
AUTHOR: Gordon GustafsonDATE: JUN 2001