Yang Zhang extension of Garman Klass Volatility as described in a document “Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices” by Dennis Yang and Qiang Zhang
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Yang Zhang extension of Garman Klass Volatility as described in a document “Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices” by Dennis Yang and Qiang Zhang