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Evaluation of common models used in the estimation of the historical volatility applied to trade-by-trade stock returns data from the U.S. and Mexico.

John W. Dalle Molle
Published in: CIFEr (1996)
Keyphrases
  • historical data
  • synthetic data
  • medical images
  • training data
  • data mining
  • data mining techniques
  • stock market
  • stock price
  • stock data