Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of objective and risk-neutral distributions based on moments of integrated volatility |
scientific article |
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Estimation of objective and risk-neutral distributions based on moments of integrated volatility (English)
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10 August 2016
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realized volatility
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implied volatility
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volatility risk premium
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moments of integrated volatility
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objective distribution
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risk-neutral distribution
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