Realized kernel

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11	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-10-14 16:28:24 Finance Investment Volatility Stochastic volatility Ole Barndorff-Nielsen Black–Scholes Realized variance Realized kernel Mathematical finance Financial economics Options
12	PDF Document Add to Reading List Source URL: www.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