Realized volatility forecasting and option pricing
Federico M. Bandi; Jeffrey R. Russell; Chen Yang
| Year of publication: |
2008
|
|---|---|
| Authors: | Bandi, Federico M. ; Russell, Jeffrey R. ; Yang, Chen |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 34-46
|
| Subject: | Optionspreistheorie | Option pricing theory | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003783782