✦ LIBER ✦

Realize the Realized Stock Index Volatility

✍ Scribed by Ho-Chuan (River) Huang; Chien-Chung Nieh

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The relationship between implied and rea

✍ Steven Li; Qianqian Yang 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 249 KB

Realized volatility of index constituent

✍ Ying-Foon Chow; James T.K. Lam; Hinson S. Yeung 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 760 KB

The distribution of realized stock retur

✍ Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Heiko Ebens 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 325 KB

Bootstrapping Realized Volatility

✍ Sílvia Gonçalves; Nour Meddahi 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 264 KB

Realized volatility and transactions

✍ Choon Chat Chan; Wai Mun Fong 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 199 KB

Realized volatility in the futures marke

✍ Dimitrios D. Thomakos; Tao Wang 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 545 KB