The Economic Value of Realized Volatility: Using...

Journal of Financial and Quantitative Analysis 2014 / 06 Vol. 49; Iss. 3

The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

Christoffersen, Peter, Feunou, Bruno, Jacobs, Kris, Meddahi, Nour
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Volume:
49
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109014000428
Date:
June, 2014
File:
PDF, 543 KB
english, 2014
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