The economic value of realized volatility : using high-frequency returns for option valuation / by Peter Christoffersen ... [et al]. : FB3-2/112-34E-PDF
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | The economic value of realized volatility : using high-frequency returns for option valuation / by Peter Christoffersen ... [et al]. |
| Series title | Bank of Canada working paper1701-93972012-34 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | (Résumé en français) |
| Publishing information | Ottawa - Ontario : Bank of Canada October 2012. |
| Description | 60p.graphs, references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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