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. |
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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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