On Estimation of Volatility of Financial Time Series for Pricing Derivatives
Year of publication: |
2008
|
---|---|
Authors: | Černý, Michal |
Published in: |
Acta Oeconomica Pragensia. - Vysoká Škola Ekonomická v Praze, ISSN 1805-4951. - Vol. 2008.2008, 4, p. 12-21
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | time series | volatility | Derivative | Black-Scholes model | changepoint |
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