scientific article; zbMATH DE number 6002089

MaRDI QIDQ3109565zbMATH OpenFDO

Authors Xu-Guo Ye, Xueqiao du

Publication date 27 January 2012

zbMATH Keywords

drift functionintegrated estimatorstate-domaintime-domain

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

(2)

• The integration of dual-domain method for estimating the volatility of financial assets
• Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation

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