Recursive computation of piecewise constant volatilities (Q1927142): Difference between revisions
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Revision as of 01:08, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive computation of piecewise constant volatilities |
scientific article |
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Recursive computation of piecewise constant volatilities (English)
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30 December 2012
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volatility
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stock returns
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heteroskedasticity
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