Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process
Stavros Degiannakis; Alexandra Livada
| Year of publication: |
2013
|
|---|---|
| Authors: | Degiannakis, Stavros ; Livada, Alexandra |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 212-216
|
| Subject: | Integrated volatility | Intra-day volatility | Price range | Realized volatility | Stochastic differential equation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Simulation | Zeitreihenanalyse | Time series analysis | Analysis | Mathematical analysis |
| 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/10009703683