The economic value of realized volatility : using high-frequency returns for option valuation
Peter Christoffersen, Bruno Feunou, Kris Jacobs, and Nour Meddahi
| Year of publication: |
2014
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|---|---|
| Authors: | Christoffersen, Peter F. ; Feunou, Bruno ; Jacobs, Kris ; Meddahi, Nour |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 3, p. 663-697
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| Subject: | Asset pricing | Econometric and statistical methods | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Statistische Methode | Statistical method |
| Extent: | graph. Darst. |
|---|---|
| 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/10010487742