Nonparametric estimation of volatility and its parametric analogs (Q1992278)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6971683
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric estimation of volatility and its parametric analogs |
scientific article; zbMATH DE number 6971683 |
Statements
Nonparametric estimation of volatility and its parametric analogs (English)
0 references
5 November 2018
0 references
stochastic volatility
0 references
nonparametric estimation of signals
0 references
Kalman filter
0 references
GARCH
0 references
Taylor model
0 references
0.8539760708808899
0 references
0.8457016348838806
0 references
0.8430002927780151
0 references
0.8229631185531616
0 references
0.8099638819694519
0 references
