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Nonparametric Estimation of Volatility and Its Parametric Analogs.

Alexander V. DobrovidovVachik E. Tevosian
Published in: Autom. Remote. Control. (2018)
Keyphrases
  • nonparametric estimation
  • stock market
  • stock price
  • probability density function
  • financial crisis
  • garch model
  • stock index futures
  • parametric models
  • financial markets
  • turning points
  • image processing