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

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

MR Zbl
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/
@article{AUCMP_2010_51_2_a3,
     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/}
}
TY  - JOUR
AU  - Jarešová, Lucia
TI  - EWMA historical volatility estimators
JO  - Acta Universitatis Carolinae. Mathematica et Physica
PY  - 2010
SP  - 17
EP  - 28
VL  - 51
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/AUCMP_2010_51_2_a3/
LA  - en
ID  - AUCMP_2010_51_2_a3
ER  - 
%0 Journal Article
%A Jarešová, Lucia
%T EWMA historical volatility estimators
%J Acta Universitatis Carolinae. Mathematica et Physica
%D 2010
%P 17-28
%V 51
%N 2
%U http://geodesic.mathdoc.fr/item/AUCMP_2010_51_2_a3/
%G en
%F AUCMP_2010_51_2_a3