The Economic Value of Realized Volatility : Using High-Frequency Returns for Option Valuation
Year of publication: |
2012
|
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Authors: | Christoffersen, Peter |
Other Persons: | Feunou, Bruno (contributor) ; Jacobs, Kris (contributor) ; Meddahi, Nour (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (51 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 6, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1572756 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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