Non-parametric estimation of historical volatility

Quantitative Finance

Volumn 4, Issue 4, 2004, Pages 427-440

  Randal, John A ^a   Thomson, Peter J ^b   Lally, Martin T ^a  

^a VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

^b Statistics Research Associates   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 11344285611     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680400008692     Document Type: Article

References (36)

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