On the role of risk premia in volatility forecasting
Chernov, Mikhall
On the role of risk premia in volatility forecasting J7992 2007 - 2007 - 411-426 V. 25 Issue. 4
Economic Statistics
Error in variables problems;Implied volatility;Jump diffusion processes;Qiadratic variation;Range;Realized volatility;
On the role of risk premia in volatility forecasting J7992 2007 - 2007 - 411-426 V. 25 Issue. 4
Economic Statistics
Error in variables problems;Implied volatility;Jump diffusion processes;Qiadratic variation;Range;Realized volatility;