Estimation and Prediction of a Non-Constant Volatility
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 14 (2007)
Issue (Month): 1 (March)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Non-constant volatility; Approximating and forecasting volatility; Black–Scholes formula; Best linear predictor;
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