Journal of Applied Probability, Vol. 14, No. 1 (Mar., 1977), pp. 114-126 (13 pages) The second-moment structure of an estimator V*(t) of the variance-time curve V(t) of a weakly stationary point ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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