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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied and realized volatility: empirical model selection |
scientific article |
Statements
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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