Search Results - "Realized volatility"

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  1. 1
    Currency option pricing and realised volatility

    Currency option pricing and realised volatility by Manzur, Meher, Hoque, A., Poitras, G.

    Published 2010
    Subjects: Get full text
  2. 2
    Volatility forecasting in the Chinese commodity futures market with intraday data

    Volatility forecasting in the Chinese commodity futures market with intraday data by Ying, Jiang, Shamin, Ahmed, Xiaoquan, Liu

    Published 2016
    Subjects: “…Out-of-sample predictability; Long memory time series; Futures market regulation; Realized volatility; Econometric models…”
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