Implied and realized volatility: empirical model selection (Q470518)

From MaRDI portal
Revision as of 02:15, 9 December 2024 by Import241208021249 (talk | contribs) (Normalize DOI.)
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)
    0 references
    0 references
    12 November 2014
    0 references
    cross validation
    0 references
    discrete observation
    0 references
    \(F\)-testing
    0 references
    implied volatility
    0 references
    Itō process
    0 references
    leverage effect
    0 references
    model selection
    0 references
    realized volatility
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references