A Local Linear Least-Absolute-Deviations Estimator of Volatility

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Publication:3543700

DOI10.1080/03610910802244398zbMath1152.62075OpenAlexW2028675896MaRDI QIDQ3543700

Flávio Augusto Ziegelmann

Publication date: 4 December 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802244398




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