Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Non-parametric estimation of historical volatility - MaRDI portal

Non-parametric estimation of historical volatility (Q4610250)

From MaRDI portal
scientific article; zbMATH DE number 7002144
Language Label Description Also known as
English
Non-parametric estimation of historical volatility
scientific article; zbMATH DE number 7002144

    Statements

    title
    Non-parametric estimation of historical volatility (English)
    0 references
    author
    John A. Randal
    0 references
    Peter J. Thomson
    0 references
    Martin T. Lally
    0 references
    publication date
    15 January 2019
    0 references
    Mathematics Subject Classification ID
    62P05
    0 references
    62M10
    0 references
    62G07
    0 references
    91B84
    0 references
    zbMATH DE Number
    7002144
    0 references
    zbMATH Keywords
    nonparametric estimation
    0 references
    volatility
    0 references
    financial time series
    0 references
    OpenAlex ID
    W2088718323
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4610250&oldid=36462061"
    Powered by MediaWiki