Realized Volatility (Q3646971)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5640051
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Realized Volatility |
scientific article; zbMATH DE number 5640051 |
Statements
Realized Volatility (English)
0 references
27 November 2009
0 references
volatility estimation
0 references
frictionless market
0 references
realized volatility
0 references
Brownian motion
0 references
bipower variation
0 references
0.8446710109710693
0 references
0.8251867294311523
0 references
0.7995171546936035
0 references
0.7985348701477051
0 references
0.7973000407218933
0 references
