Volatility analysis for the GARCH-Itô model with option data (Q6490397): Difference between revisions

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-.1002/cjs.11746
@@ Property / DOI: 10.1002/cjs.11746 / rank @@
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+Modelling and forecasting noisy realized volatility
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+THE GARCH OPTION PRICING MODEL
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
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+Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
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+Volatility estimation by combining stock price data and option data
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+Volatility analysis with realized GARCH-Itô models
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+Nonparametric spot volatility from options
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+Quasi-maximum likelihood estimation of volatility with high frequency data
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+A Tale of Two Time Scales
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@@ Property / DOI @@
+.1002/CJS.11746
@@ Property / DOI: 10.1002/CJS.11746 / rank @@
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+Publication:6490397