Non-parametric estimation of historical volatility (Q4610250): Difference between revisions

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Revision as of 16:35, 5 March 2024

scientific article; zbMATH DE number 7002144
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English
Non-parametric estimation of historical volatility
scientific article; zbMATH DE number 7002144

    Statements

    Non-parametric estimation of historical volatility (English)
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    15 January 2019
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    nonparametric estimation
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    volatility
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    financial time series
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