Realized Volatility Risk
Author:
Publisher
Elsevier BV
Reference51 articles.
1. Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts;T Andersen;International Economic Review,1998
2. Roughing it up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility;T Andersen;Review of Economics and Statistics,2007
3. The Distribution of Realized Stock Return Volatility;T Andersen;Journal of Financial Economics,2001
4. Modeling and Forecasting Realized Volatility;T Andersen;Econometrica,2003
5. The Realized Volatility of FTSE-100 Futures Prices;N Areal;Journal of Futures Markets,2002
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Monte Carlo option pricing with asymmetric realized volatility dynamics;Mathematics and Computers in Simulation;2011-03
2. The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures;SSRN Electronic Journal;2011
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