Hull, John - 2018 - Fifth edition
Normal? -- 10.4 The Power Law -- 10.5 Monitoring Daily Volatility -- 10.5.1 Weighting Schemes -- 10.6 The Exponentially … Result -- 13.5.2 Estimating and -- 13.5.3 Estimating the Tail of the Distribution -- 13.5.4 Equivalence to the Power Law …