Realized volatility forecasting and option pricing (Q299252)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized volatility forecasting and option pricing |
scientific article |
Statements
Realized volatility forecasting and option pricing (English)
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22 June 2016
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option pricing
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microstructure noise
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volatility forecasting
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economic metrics
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realized variance
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two-scale estimator
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realized kernels
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