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EWMA St.Dev.

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This code calculates the Exponentially Weighted Moving Average Standard Deviation
Exponentially weighted moving average (EWMA) standard deviation applies different weights to different returns. More recent returns have greater weight on the variance. The exponentially weighted moving average (EWMA) introduces lambda, called the smoothing parameter. Lambda must be less than one.

Free download from Shareware Connection - This code calculates the Exponentially Weighted Moving Average Standard Deviation

Publisher: Lorenzo Brancali | License: Shareware
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 25-06-2013 | Rating: 0 | Title: EWMA St.Dev.

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/35539/1/ewmastd.zip

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