Иванова Е.А. Оценка внутридневной волатильности российских и американских фондовых активов на основе цены открытия, максимума, минимума и цены закрытия // Научные записки молодых исследователей. – 2016. – №2. — Свободный доступ из сети Интернет (чтение, печать, копирование). — <URL:http://elib.fa.ru/art2016/bv1928.pdf>.
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Period
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Read
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Print
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Copy
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Open
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Total
|
|
Year 2018
|
Quarter 1
|
January
|
2
|
0
|
15
|
0
|
17
|
|
February
|
0
|
0
|
7
|
0
|
7
|
|
March
|
3
|
0
|
4
|
0
|
7
|
|
Quarter 2
|
April
|
8
|
1
|
6
|
0
|
15
|
|
May
|
2
|
0
|
13
|
0
|
15
|
|
June
|
1
|
0
|
7
|
0
|
8
|
|
Quarter 3
|
July
|
2
|
0
|
6
|
0
|
8
|
|
August
|
2
|
0
|
17
|
0
|
19
|
|
September
|
7
|
0
|
14
|
0
|
21
|
|
Quarter 4
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October
|
0
|
0
|
4
|
0
|
4
|
|
November
|
3
|
0
|
16
|
0
|
19
|
|
December
|
3
|
0
|
0
|
0
|
3
|
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Year 2019
|
Quarter 1
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January
|
1
|
0
|
4
|
0
|
5
|
|
February
|
4
|
0
|
2
|
0
|
6
|
|
March
|
0
|
0
|
10
|
0
|
10
|
|
Quarter 2
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April
|
1
|
0
|
1
|
0
|
2
|
|
May
|
6
|
0
|
5
|
0
|
11
|
|
June
|
3
|
0
|
6
|
0
|
9
|
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Quarter 3
|
July
|
9
|
0
|
6
|
0
|
15
|
|
August
|
2
|
0
|
10
|
0
|
12
|
|
September
|
7
|
0
|
4
|
0
|
11
|
|
Quarter 4
|
October
|
3
|
0
|
6
|
0
|
9
|
|
November
|
5
|
0
|
10
|
0
|
15
|
|
December
|
5
|
0
|
7
|
0
|
12
|
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Year 2020
|
Quarter 1
|
January
|
1
|
0
|
4
|
0
|
5
|
|
February
|
7
|
0
|
8
|
0
|
15
|
|
March
|
3
|
0
|
8
|
0
|
11
|
|
Quarter 2
|
April
|
3
|
0
|
10
|
0
|
13
|
|
May
|
6
|
0
|
17
|
0
|
23
|
|
June
|
1
|
0
|
13
|
0
|
14
|
|
Quarter 3
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July
|
4
|
0
|
15
|
0
|
19
|
|
August
|
8
|
0
|
8
|
0
|
16
|
|
September
|
4
|
0
|
7
|
0
|
11
|
|
Quarter 4
|
October
|
6
|
0
|
11
|
0
|
17
|
|
November
|
2
|
0
|
12
|
0
|
14
|
|
December
|
3
|
0
|
5
|
0
|
8
|
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Year 2021
|
Quarter 1
|
January
|
2
|
0
|
11
|
0
|
13
|
|
February
|
0
|
0
|
4
|
0
|
4
|
|
March
|
4
|
0
|
6
|
0
|
10
|
|
Quarter 2
|
April
|
2
|
0
|
5
|
0
|
7
|
|
May
|
7
|
0
|
13
|
0
|
20
|
|
June
|
9
|
0
|
8
|
0
|
17
|
|
Quarter 3
|
July
|
7
|
0
|
8
|
0
|
15
|
|
August
|
10
|
0
|
28
|
0
|
38
|
|
September
|
11
|
0
|
17
|
0
|
28
|
|
Quarter 4
|
October
|
7
|
0
|
10
|
0
|
17
|
|
November
|
6
|
0
|
13
|
0
|
19
|
|
December
|
15
|
0
|
14
|
0
|
29
|
|
Year 2022
|
Quarter 1
|
January
|
13
|
0
|
7
|
0
|
20
|
|
February
|
4
|
0
|
6
|
0
|
10
|
|
March
|
8
|
0
|
7
|
0
|
15
|
|
Quarter 2
|
April
|
9
|
0
|
2
|
0
|
11
|
|
May
|
9
|
0
|
12
|
0
|
21
|
|
June
|
10
|
0
|
8
|
0
|
18
|
|
Quarter 3
|
July
|
5
|
0
|
8
|
0
|
13
|
|
August
|
4
|
0
|
5
|
0
|
9
|
|
September
|
10
|
0
|
9
|
0
|
19
|
|
Quarter 4
|
October
|
10
|
0
|
6
|
0
|
16
|
|
November
|
6
|
0
|
9
|
0
|
15
|
|
December
|
9
|
0
|
8
|
0
|
17
|
|
Year 2023
|
Quarter 1
|
January
|
6
|
0
|
15
|
0
|
21
|
|
February
|
8
|
0
|
8
|
0
|
16
|
|
March
|
7
|
0
|
12
|
0
|
19
|
|
Quarter 2
|
April
|
3
|
0
|
11
|
0
|
14
|
|
May
|
7
|
0
|
9
|
0
|
16
|
|
June
|
7
|
0
|
7
|
0
|
14
|
|
Quarter 3
|
July
|
10
|
0
|
6
|
0
|
16
|
|
August
|
7
|
0
|
5
|
0
|
12
|
|
September
|
4
|
0
|
6
|
0
|
10
|
|
Quarter 4
|
October
|
7
|
0
|
3
|
0
|
10
|
|
November
|
2
|
0
|
4
|
0
|
6
|
|
December
|
6
|
0
|
5
|
0
|
11
|
|
Year 2024
|
Quarter 1
|
January
|
2
|
0
|
3
|
0
|
5
|
|
February
|
5
|
0
|
8
|
0
|
13
|
|
March
|
10
|
0
|
11
|
0
|
21
|
|
Quarter 2
|
April
|
11
|
0
|
14
|
0
|
25
|
|
May
|
2
|
0
|
6
|
0
|
8
|
|
Total
|
408
|
1
|
655
|
0
|
1,064
|
