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Marius Botha, Gary van Vuuren and Paul Styger, 2001. The Effect of Dynamic Exponential Decay Factor on Volatility and VaR. Journal of Applied Sciences, 1: 24-32.
DOI: 10.3923/jas.2001.24.32
URL: https://scialert.net/abstract/?doi=jas.2001.24.32
DOI: 10.3923/jas.2001.24.32
URL: https://scialert.net/abstract/?doi=jas.2001.24.32