Non-parametric estimation of historical volatility (Q4610250)

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

    Statements

    title
    Non-parametric estimation of historical volatility (English)
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    author
    John A. Randal
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    Peter J. Thomson
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    Martin T. Lally
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    publication date
    15 January 2019
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    zbMATH Keywords
    nonparametric estimation
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    volatility
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    financial time series
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    62G07
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    91B84
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    zbMATH DE Number
    7002144
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    OpenAlex ID
    W2088718323
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