Tracking of Historical Volatility (Q6473884)
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preprint article from arXiv
Language | Label | Description | Also known as |
---|---|---|---|
English | Tracking of Historical Volatility |
preprint article from arXiv |
Statements
15 April 2004
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math.PR
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math.OC
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math.ST
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stat.TH
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L. Goldentayer
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F. Klebaner
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R. Liptser
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