Comment on article by Windle and Carvalho (Q5966324)
From MaRDI portal
scientific article; zbMATH DE number 6522892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on article by Windle and Carvalho |
scientific article; zbMATH DE number 6522892 |
Statements
Comment on article by Windle and Carvalho (English)
0 references
21 December 2015
0 references
stochastic volatility
0 references
financial application
0 references
EWMA
0 references
covariance update
0 references
