A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Local Linear Least-Absolute-Deviations Estimator of Volatility |
scientific article |
Statements
A Local Linear Least-Absolute-Deviations Estimator of Volatility (English)
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4 December 2008
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heavy tails
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kernel smoothing
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least absolutes
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nonparametric regression
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residual estimator
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robustness
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volatility
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0.89810985
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0.8929405
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0.8904661
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0.8889281
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0.88848233
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0.8872111
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0.8861066
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0.88567317
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