Nonparametric prediction for the time-dependent volatility of the security price (Q1000391): Difference between revisions
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Revision as of 01:51, 5 March 2024
scientific article
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English | Nonparametric prediction for the time-dependent volatility of the security price |
scientific article |
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Nonparametric prediction for the time-dependent volatility of the security price (English)
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6 February 2009
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time-dependent volatility
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nonparametric prediction
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kernel methods
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