Realized kernel - Document - PDFSEARCH.IO

First Page		Document Content
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		Add to Reading List Source URL: www.federalreserve.gov Download Document from Source Website File Size: 669,62 KB Share Document on Facebook

	Ann Inst Stat Math:673–703 DOIs10463z Optimal restricted quadratic estimator of integrated volatility Liang-Ching Lin · Meihui Guo DocID: 1plfm - View Document
	ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory DocID: 1aZQG - View Document
	Pricing options by simulation using realized volatility DocID: 187vg - View Document
	Measurement of Volatility of Diffusion Processes with Noisy High Frequency Data DocID: 17XQi - View Document
	A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research Paper DocID: 15XB7 - View Document