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Latest revision as of 07:30, 9 July 2024

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Implied and realized volatility: empirical model selection
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    Implied and realized volatility: empirical model selection (English)
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    12 November 2014
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    cross validation
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    discrete observation
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    \(F\)-testing
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    implied volatility
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    Itō process
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    leverage effect
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    model selection
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    realized volatility
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