Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q278264 |
||
| Property / author | |||
| Property / author: Eric Renault / rank | |||
Revision as of 09:10, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of objective and risk-neutral distributions based on moments of integrated volatility |
scientific article |
Statements
Estimation of objective and risk-neutral distributions based on moments of integrated volatility (English)
0 references
10 August 2016
0 references
realized volatility
0 references
implied volatility
0 references
volatility risk premium
0 references
moments of integrated volatility
0 references
objective distribution
0 references
risk-neutral distribution
0 references
