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Article

Jarešová, Lucia
EWMA historical volatility estimators. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 51 (2010), issue 2, pp. 17-28
MSC: 62M10, 62P05, 91B82, 91B84 | MR 2828150 | Zbl 05953335
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