Article
| Title: | EWMA historical volatility estimators (English) |
| Author: | Jarešová, Lucia |
| Language: | English |
| Journal: | Acta Universitatis Carolinae. Mathematica et Physica |
| ISSN: | 0001-7140 |
| Volume: | 51 |
| Issue: | 2 |
| Year: | 2010 |
| Pages: | 17-28 |
| . | |
| Category: | math |
| . | |
| MSC: | 62M10 |
| MSC: | 62P05 |
| MSC: | 91B82 |
| MSC: | 91B84 |
| idZBL: | Zbl 05953335 |
| idMR: | MR2828150 |
| . | |
| Date available: | 2014-05-02T05:37:30Z |
| Last updated: | 2014-05-02 |
| Stable URL: | http://hdl.handle.net/10338.dmlcz/143654 |
| . |
Files
| Files | Size | Format | View |
|---|---|---|---|
| ActaCarolinae_051-2010-2_4.pdf | 692.4Kb | application/pdf |
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