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Realized variance
Results: 37

#	Item
11	Working Paper/Document de travail[removed]Volatility and Liquidity Costs by Selma Chaker Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2013-08-20 09:16:29 Mathematical sciences Volatility Realized kernel Realized variance Instrumental variable Stochastic volatility Bid–offer spread Endogeneity Estimation theory Mathematical finance Economics Statistics
12	Pricing Options on Realized Variance in L´evy Models Martin Keller-Ressel ETH Z¨ urich based on joint work with Johannes Muhle-Karbe Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:11:10 Mathematical sciences Data analysis Banking Variance swap Realized variance Variance Normal distribution Quadratic variation Volatility Statistics Mathematical finance Stochastic processes
13	Variation Swaps on Time-Changed L´ evy Processes Bachelier Congress 2010 June 24 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 14:43:28 Investment Variance swap Stochastic volatility Volatility Realized variance Futures contract Variance Quadratic variation VIX Mathematical finance Finance Financial economics
14	CESifo Working Paper no. 3063 Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2010-08-18 20:22:46 Statistics Volatility Autoregressive conditional heteroskedasticity Realized variance Volatility smile Implied volatility Mathematical finance Financial economics Finance
15	CESifo Working Paper no. 3063 Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2010-08-18 20:22:46 Statistics Volatility Autoregressive conditional heteroskedasticity Realized variance Volatility smile Implied volatility Mathematical finance Financial economics Finance
16	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2010-09-07 12:27:28 Finance Investment Volatility Stochastic volatility Ole Barndorff-Nielsen Black–Scholes Realized variance Realized kernel Mathematical finance Financial economics Options
17	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
18	Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2004-10-19 14:57:15 Investment Implied volatility Volatility Stochastic volatility VIX Variance swap Realized variance Black–Scholes Option Mathematical finance Financial economics Finance
19	Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2009-10-20 14:40:32 Mathematical sciences Estimation theory Statistical theory Realized variance Realized kernel Options Volatility Estimator Normal distribution Mathematical finance Statistics Statistical inference
20	The Variance Risk Premium Around the World Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-05-09 13:48:18 Economics Variance risk premium Equity premium puzzle VIX Realized variance Variance Volatility Implied volatility Autoregressive conditional heteroskedasticity Mathematical finance Finance Financial economics

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