The economic value of realized volatility : using high-frequency returns for option valuation / by Peter Christoffersen ... [et al].: FB3-2/112-34E-PDF
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.575230&sl=0
| Department/Agency |
|
|---|---|
| Title | The economic value of realized volatility : using high-frequency returns for option valuation / by Peter Christoffersen ... [et al]. |
| Series title |
|
| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
| Electronic document | |
| Note(s) |
|
| Publishing information |
|
| Description | 60p.graphs, references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
|
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.Page details
- Date modified: