1

The Volatility of Realized Volatility

Year:
2008
Language:
english
File:
PDF, 1.05 MB
english, 2008
6

Localized Realized Volatility Modeling

Year:
2010
Language:
english
File:
PDF, 705 KB
english, 2010
7

Measuring and Modeling Risk Using High-Frequency Data

Year:
2008
Language:
english
File:
PDF, 565 KB
english, 2008