The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
| Year of publication: |
2014
|
|---|---|
| Authors: | Christoffersen, Peter ; Feunou, Bruno ; Jacobs, Kris ; Meddahi, Nour |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 49.2014, 03, p. 663-697
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |