Chernov, Mikhall <br/><br/>
On the role of risk premia in volatility forecasting 
 J7992  2007 

 -  2007 
 - 411-426  V.  25  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Error in variables problems;Implied volatility;Jump diffusion processes;Qiadratic variation;Range;Realized volatility;