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.

Bibliographic Details

Main Author:	Boďa, Martin
Format:	Book Chapter
Language:	English
Subjects:	volatilita história teória finančná risk management
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