Robust estimation of historical volatility by a gough transform

SN Onyango; M Ingleby

doi:10.4314/eajosta.v1i3.39181

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Published:

Feb 21, 2008

DOI:

10.4314/eajosta.v1i3.39181

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Vol. 1 No. 3 (2007)

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SN Onyango

M Ingleby

Abstract

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> East African Journal of Statistics Vol. 1 (3) 2007: pp. 225-323

East African Journal of Statistics
Journal / East African Journal of Statistics / Vol. 1 No. 3 (2007) / Articles

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Robust estimation of historical volatility by a gough transform

SN Onyango

M Ingleby

Abstract

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SN Onyango

M Ingleby

Abstract

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