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Implied and realized volatility: empirical model selection

✍ Scribed by Lan Zhang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The relation between implied and realize

✍ B.J. Christensen; N.R. Prabhala 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 170 KB

Implied Volatility Functions: Empirical

✍ Bernard Dumas; Jeff Fleming; Robert E. Whaley 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 751 KB

Measuring High-Frequency Causality Betwe

✍ Dufour, J.-M.; Garcia, R.; Taamouti, A. 📂 Article 📅 2011 🏛 Oxford University Press 🌐 English ⚖ 905 KB

Foreign exchange, fractional cointegrati

✍ Neil Kellard; Christian Dunis; Nicholas Sarantis 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 240 KB

THE ECONOMIC VALUE OF USING REALIZED VOL

✍ Wing Hong Chan; Ranjini Jha; Madhu Kalimipalli 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 201 KB

Market imperfections and the information

✍ Woon K. Wong; Anthony H. Tu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 613 KB