Iterative method for exponentially weighted rolling regression
Year of publication: |
2004
|
---|---|
Authors: | Kanatani, Taro |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 3, p. 196-201
|
Subject: | Regressionsanalyse | Regression analysis | Volatilität | Volatility |
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