EWMA historical volatility estimators

L. Jarešová:

Acta Universitatis Carolinae. Mathematica et Physica (2010)

  • Volume: 051, Issue: 2, page 17-28
  • ISSN: 0001-7140

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Jarešová:, L.. "EWMA historical volatility estimators." Acta Universitatis Carolinae. Mathematica et Physica 051.2 (2010): 17-28. <http://eudml.org/doc/261187>.

@article{Jarešová2010,
author = {Jarešová:, L.},
journal = {Acta Universitatis Carolinae. Mathematica et Physica},
language = {eng},
number = {2},
pages = {17-28},
publisher = {Charles University in Prague},
title = {EWMA historical volatility estimators},
url = {http://eudml.org/doc/261187},
volume = {051},
year = {2010},
}

TY - JOUR
AU - Jarešová:, L.
TI - EWMA historical volatility estimators
JO - Acta Universitatis Carolinae. Mathematica et Physica
PY - 2010
PB - Charles University in Prague
VL - 051
IS - 2
SP - 17
EP - 28
LA - eng
UR - http://eudml.org/doc/261187
ER -

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