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Latest revision as of 21:03, 28 June 2024

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A Local Linear Least-Absolute-Deviations Estimator of Volatility
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    A Local Linear Least-Absolute-Deviations Estimator of Volatility (English)
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    4 December 2008
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    heavy tails
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    kernel smoothing
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    least absolutes
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    nonparametric regression
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    residual estimator
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    robustness
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    volatility
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