Online estimation of time-varying volatility using a continuous-discrete LMS algorithm (Q955357)
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scientific article; zbMATH DE number 5369050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Online estimation of time-varying volatility using a continuous-discrete LMS algorithm |
scientific article; zbMATH DE number 5369050 |
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Online estimation of time-varying volatility using a continuous-discrete LMS algorithm (English)
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20 November 2008
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