Open AccessVolatility Estimation using Extreme-Value- Estimators and MLP model
Author(s) -
Jibendu Kumar Mantri,
Padmabati Gahan
Publication year - 2010
Publication title -
international journal of computer applications
Language(s) - English
Resource type - Journals
ISSN - 0975-8887
DOI - 10.5120/1489-2006
Subject(s) - computer science , estimator , volatility (finance) , estimation , extreme value theory , econometrics , statistics , mathematics , economics , management