Estimation and prediction of a non-constant volatility (Q2471733)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and prediction of a non-constant volatility |
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Estimation and prediction of a non-constant volatility (English)
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18 February 2008
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approximating and forecasting volatility
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Black-Scholes formula
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best linear predictor
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