Recursive computation of piecewise constant volatilities (Q1927142): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Laurie Davies / rank | |||
| Property / author | |||
| Property / author: Walter Kramer / rank | |||
Revision as of 19:43, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive computation of piecewise constant volatilities |
scientific article |
Statements
Recursive computation of piecewise constant volatilities (English)
0 references
30 December 2012
0 references
volatility
0 references
stock returns
0 references
heteroskedasticity
0 references
