中文说明:三种常见波动率计算的matlab程序(parkinson,Garman-Klass,Rogers-Satchell),并给出了对漂移项是否为0的估计,parkinson函数第三项表示对漂移项是否为0的检验,余额接近1表示越符合随机游走的特征
English Description:
Three common MATLAB program for calculating volatility (parkinson,Garman-Klass,Rogers-Satchell), and gives estimates of drift is 0, Parkinson function to the third test of the drift is 0, balance closer to 1 indicates that the characteristics of the more random walk