Pages that link to "Item:Q5419471"
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The following pages link to Volatility estimation from short time series of stock prices (Q5419471):
Displaying 6 items.
- Measuring the temporary component of stock prices: robust multivariate analysis (Q1978571) (← links)
- Estimation and prediction of a non-constant volatility (Q2471733) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (Q5864356) (← links)
- Volatility trading via temporal pattern recognition in quantised financial time series (Q5960678) (← links)