A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Local Linear Least-Absolute-Deviations Estimator of Volatility |
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A Local Linear Least-Absolute-Deviations Estimator of Volatility (English)
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4 December 2008
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heavy tails
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kernel smoothing
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least absolutes
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nonparametric regression
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residual estimator
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robustness
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volatility
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