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"A Local Linear Least-Absolute-Deviations Estimator of Volatility."

Flávio Augusto Ziegelmann (2008)

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DOI: 10.1080/03610910802244398

access: closed

type: Journal Article

metadata version: 2020-05-10

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Flávio Augusto Ziegelmann:
A Local Linear Least-Absolute-Deviations Estimator of Volatility. Commun. Stat. Simul. Comput. 37(8): 1543-1564 (2008)

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