Recursive computation of piecewise constant volatilities (Q1927142)
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scientific article; zbMATH DE number 6119774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive computation of piecewise constant volatilities |
scientific article; zbMATH DE number 6119774 |
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Recursive computation of piecewise constant volatilities (English)
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30 December 2012
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volatility
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stock returns
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heteroskedasticity
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0.91106296
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0.89406997
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0.88166225
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0.8788551
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0.8782803
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0.8638485
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0.8616434
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0.8569685
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0.8544457
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