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Volatility estimation and bootstrap - MaRDI portal

Volatility estimation and bootstrap (Q2769703)

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scientific article; zbMATH DE number 1701882
Language Label Description Also known as
English
Volatility estimation and bootstrap
scientific article; zbMATH DE number 1701882

    Statements

    author
    Zuzana Prášková
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    publication date
    10 June 2002
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    zbMATH Keywords
    ARCH
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    monthly volatility
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    title
    Volatility estimation and bootstrap (English)
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G09
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    62F40
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    zbMATH DE Number
    1701882
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