Approaches to volatility estimation based on historical data
Teoretické a praktické perspektívy volatility. Prístupy odhadu volatility: Brownov, Parkinsonov, Garman-Klassov, Rogers-Satchellov, Yang-Zhang, close-to-close. Postup odhadu dennej a ročnej volatility.
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| Format: | Book Chapter |
| Language: | English |
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| 245 | 1 | 0 | |a Approaches to volatility estimation based on historical data |c Martin Boďa |
| 520 | |a Teoretické a praktické perspektívy volatility. Prístupy odhadu volatility: Brownov, Parkinsonov, Garman-Klassov, Rogers-Satchellov, Yang-Zhang, close-to-close. Postup odhadu dennej a ročnej volatility. | ||
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| 610 | 2 | 0 | |a teória finančná |
| 610 | 2 | 0 | |a risk management |
| 100 | 1 | |a Boďa, Martin | |