Implied and realized volatility: empirical model selection (Q470518)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Implied and realized volatility: empirical model selection |
scientific article; zbMATH DE number 6368837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied and realized volatility: empirical model selection |
scientific article; zbMATH DE number 6368837 |
Statements
Implied and realized volatility: empirical model selection (English)
0 references
12 November 2014
0 references
cross validation
0 references
discrete observation
0 references
\(F\)-testing
0 references
implied volatility
0 references
Itō process
0 references
leverage effect
0 references
model selection
0 references
realized volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
