Non-parametric estimation of historical volatility (Q4610250)

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scientific article; zbMATH DE number 7002144
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Non-parametric estimation of historical volatility
scientific article; zbMATH DE number 7002144

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    Non-parametric estimation of historical volatility (English)
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    15 January 2019
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    nonparametric estimation
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    volatility
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    financial time series
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