Realized volatility forecasting and option pricing (Q299252): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6596541
@@ Property / zbMATH DE Number: 6596541 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+option pricing
@@ Property / zbMATH Keywords: option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+microstructure noise
@@ Property / zbMATH Keywords: microstructure noise / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility forecasting
@@ Property / zbMATH Keywords: volatility forecasting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+economic metrics
@@ Property / zbMATH Keywords: economic metrics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+realized variance
@@ Property / zbMATH Keywords: realized variance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-scale estimator
@@ Property / zbMATH Keywords: two-scale estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+realized kernels
@@ Property / zbMATH Keywords: realized kernels / rank @@
+Normal rank

Revision as of 22:32, 27 June 2023