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Nonparametric estimation of log volatility with wavelets

  1. Title statementNonparametric estimation of log volatility with wavelets / Milan Bašta
    Personal name Bašta, Milan (author)
    Source document Applications of mathematics and statistics in economy Applications of Mathematics and Statistics in Economy s. 1 - 11
    Subj. Headings finanční trhy
    Subj. Headingsvolatilita
    Form, Genre články
    Conspect336.7 - Finance
    UDC336.76
    CountryČesko
    Languageangličtina
    Document kindARTICLES
    References - Source document
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