Estimation and prediction of a non-constant volatility (Q2471733)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation and prediction of a non-constant volatility |
scientific article; zbMATH DE number 5236594
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation and prediction of a non-constant volatility |
scientific article; zbMATH DE number 5236594 |
Statements
Estimation and prediction of a non-constant volatility (English)
0 references
18 February 2008
0 references
approximating and forecasting volatility
0 references
Black-Scholes formula
0 references
best linear predictor
0 references
0 references
0 references
0 references
0 references
0 references
0.7881650328636169
0 references
0.7820204496383667
0 references
0.756857693195343
0 references
0.7498913407325745
0 references
0.7495890855789185
0 references
