EWMA historical volatility estimators
Acta Universitatis Carolinae. Mathematica et Physica, Tome 51 (2010) no. 2, pp. 17-28.

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Classification : 62M10, 62P05, 91B82, 91B84 
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     author = {Jare\v{s}ov\'a, Lucia},
     title = {EWMA historical volatility estimators},
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Jarešová, Lucia. EWMA historical volatility estimators. Acta Universitatis Carolinae. Mathematica et Physica, Tome 51 (2010) no. 2, pp. 17-28. https://geodesic-test.mathdoc.fr/item/AUCMP_2010__51_2_a3/