Variance dynamics: joint evidence from options and high-frequency returns (Q737284): Difference between revisions
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Latest revision as of 02:32, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance dynamics: joint evidence from options and high-frequency returns |
scientific article |
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Variance dynamics: joint evidence from options and high-frequency returns (English)
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10 August 2016
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return variance dynamics
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variance risk premium
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options
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variance swap rates
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high-frequency returns
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market microstructure
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realized variance
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quadratic variation
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time-changed Lévy processes
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