Main category
Economics (General Management)
Abstract
Financial data are known to be far from normal and replete with outliers, many of which result from “dirty” data – data that contain errors. Such errors introduce extreme or aberrant data points, which can significantly distort parameter estimation results. Therefore, robust estimations are required to achieve stable and accurate results.
Further reading
https://ia601507.us.archive.org/8/items/volatility-calibration/VolatilityCalibration.pdf
Do you have problems viewing the pdf-file? Download presentation
here
If the presentation contains inappropriate content, please
report the presentation. You will be redirected to the landing page.
