Geodesic
EWMA historical volatility estimators
Acta Universitatis Carolinae. Mathematica et Physica, Tome 51 (2010) no. 2, pp. 17-28

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Classification : 62M10, 62P05, 91B82, 91B84 
Jarešová, Lucia. EWMA historical volatility estimators. Acta Universitatis Carolinae. Mathematica et Physica, Tome 51 (2010) no. 2, pp. 17-28. http://geodesic.mathdoc.fr/item/AUCMP_2010_51_2_a3/
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     author = {Jare\v{s}ov\'a, Lucia},
     title = {EWMA historical volatility estimators},
     journal = {Acta Universitatis Carolinae. Mathematica et Physica},
     pages = {17--28},
     year = {2010},
     volume = {51},
     number = {2},
     mrnumber = {2828150},
     zbl = {05953335},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AUCMP_2010_51_2_a3/}
}
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