Implied and realized volatility: empirical model selection
| Year of publication: |
2012
|
|---|---|
| Authors: | Zhang, Lan |
| Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 2, p. 259-275
|
| Publisher: |
Springer |
| Subject: | Cross validation | Discrete observation | F-testing | Implied volatility | Itô process | Leverage effect | Model selection | Realized volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866512