Realized volatility forecasting and option pricing (Q299252)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Realized volatility forecasting and option pricing |
scientific article; zbMATH DE number 6596541
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Realized volatility forecasting and option pricing |
scientific article; zbMATH DE number 6596541 |
Statements
Realized volatility forecasting and option pricing (English)
0 references
22 June 2016
0 references
option pricing
0 references
microstructure noise
0 references
volatility forecasting
0 references
economic metrics
0 references
realized variance
0 references
two-scale estimator
0 references
realized kernels
0 references
0 references
0 references
0 references
0 references
0 references
0.92222416
0 references
0.9194263
0 references
0 references
0.9064501
0 references
0 references
0.9036208
0 references
0.8991851
0 references
0 references
0.8969116
0 references
