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Wrong Formula in Docs for Yang Zhang Volatility Estimator #542

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sorensenj50 opened this issue Apr 22, 2024 · 0 comments
Open

Wrong Formula in Docs for Yang Zhang Volatility Estimator #542

sorensenj50 opened this issue Apr 22, 2024 · 0 comments

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@sorensenj50
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The formula in the documentation for the Yang Zhang estimator is incorrect. My source is Volatility Trading chapter 2. Instead of the correct formula, the formula is the Rogers-Satchell formula copied again.
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