Nonparametric estimation of volatility and its parametric analogs (Q1992278)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of volatility and its parametric analogs |
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Nonparametric estimation of volatility and its parametric analogs (English)
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5 November 2018
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stochastic volatility
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nonparametric estimation of signals
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Kalman filter
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GARCH
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Taylor model
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