Inside volatility filtering

Inside volatility filtering

3/5
(1 votes)

A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state.

First published
2015
Publishers
John Wiley & Sons· Inc.
Subjects
Prices·Mathematical models·Stocks·Stochastic processes

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