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Reworked Estimators and Added Hodges-Tompkins Oversampling Adjustment #28

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Reworked Estimators and Added Hodges-Tompkins Oversampling Adjustment #28

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Commits on Jan 7, 2023

  1. built out test against test data in Volatiltiy Trading, 2nd Ed.

    @dstadelman
    dstadelman committed Jan 7, 2023
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  2. added the overlapping adjustment factor to all of the volatility esti… 

    …mators
    @dstadelman
    dstadelman committed Jan 7, 2023
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Commits on Jan 8, 2023

  1. work in progress

    @dstadelman
    dstadelman committed Jan 8, 2023
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  2. mroe messing around with this... due to the widely varying results fr… 

    …om the estimators, I am not confident in them
    @dstadelman
    dstadelman committed Jan 8, 2023
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  3. small bug fix

    @dstadelman
    dstadelman committed Jan 8, 2023
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Commits on Jan 16, 2023

  1. lots of changes on the estimators

    @dstadelman
    dstadelman committed Jan 16, 2023
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  2. updated yhang zhang with information from https://portfolioslab.com/t… 

    …ools/yang-zhang
    @dstadelman
    dstadelman committed Jan 16, 2023
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  3. whoops, fixed variable names

    @dstadelman
    dstadelman committed Jan 16, 2023
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