2 results
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE
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- Journal:
- Econometric Theory / Volume 33 / Issue 4 / August 2017
- Published online by Cambridge University Press:
- 09 September 2016, pp. 791-838
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- Article
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The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 49 / Issue 3 / June 2014
- Published online by Cambridge University Press:
- 28 July 2014, pp. 663-697
- Print publication:
- June 2014
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- Article
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