realized volatility
由OEBarndorff-Nielsen著作·2002·被引用2734次—Summary.Theavailabilityofintradaydataonthepricesofspeculativeassetsmeansthatwecanusequadraticvariation-likemeasuresofactivityin ...,Realizedvolatilityassessesvariationinreturnsforaninvestmentproductbyan...
Realized Volatility by Torben G. Andersen, Luca Benzoni
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由TGAndersen著作·2008·被引用243次—Realizedvolatilityisanonparametricex-postestimateofthereturnvariation.Themostobviousrealizedvolatilitymeasureisthesumof ...
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