Empirical analysis of estimates of realized volatility in financial risk control problems
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Publication:2508815
DOI10.1007/s10559-006-0007-5zbMath1099.91069OpenAlexW2038943244MaRDI QIDQ2508815
Michael Z. Zgurovsky, Yu. V. Bondarenko
Publication date: 20 October 2006
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-006-0007-5
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