A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants

Carl Scarrott

A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants

Carl Scarrott

Mathematics

Research output: Chapter in Book or Conference Publication/Proceeding › Conference Publication › peer-review

Original language	English (Ireland)
Title of host publication	International Congress on Modelling and Simulation-Land, Water and Environmental Management: Integrated Systems for Sustainability, MODSIM07
Number of pages	6
Publication status	Published - 1 Jan 2007

Authors (Note for portal: view the doc link for the full list of authors)

Authors
Zhao, X and Hou, Q and Lee, D and Reale, M and Scarrott, C and Russell, G and MacDonald, A and Zahari, M

Cite this

@inproceedings{60de5616d73f4f1a9fb2588bdd1f0c55,

title = "A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants",

author = "Carl Scarrott",

year = "2007",

month = jan,

day = "1",

language = "English (Ireland)",

booktitle = "International Congress on Modelling and Simulation-Land, Water and Environmental Management: Integrated Systems for Sustainability, MODSIM07",

}

A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants. / Scarrott, Carl.
International Congress on Modelling and Simulation-Land, Water and Environmental Management: Integrated Systems for Sustainability, MODSIM07. 2007.

Research output: Chapter in Book or Conference Publication/Proceeding › Conference Publication › peer-review