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Search: subject:"Volatility estimation"
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Volatilität
49
Volatility
48
Schätzung
34
Estimation
33
Volatility estimation
28
Schätztheorie
26
volatility estimation
26
Estimation theory
25
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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ECONIS (ZBW)
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RePEc
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EconStor
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91
Financial Time Series and Their Volatility: A Survey
Slaláček, Jiří
- In:
Bulletin of the Czech Econometric Society
6
(
1999
)
In this paper I describe several methods of
volatility
estimation
. First I focus on the classical parametric methods of …
Persistent link: https://www.econbiz.de/10008528863
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