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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
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