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    • Non-parametric volatility measurements and volatility forecasting models 

      Du Toit, Cornel (Stellenbosch : Stellenbosch University, 2005-03)
      ENGLISH ABSTRACT: Volatilty was originally seen to be constant and deterministic, but it was later realised that return series are non-stationary. Owing to this non-stationarity nature of returns, there were no reliable ...