Iterative method for exponentially weighted rolling regression
Taro Kanatani
| Year of publication: |
2004
|
|---|---|
| Authors: | Kanatani, Taro |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 3, p. 196-201
|
| Subject: | Regressionsanalyse | Regression analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003307296