Number of items: 1.
Christoffersen, Peter
, Fenou, Bruno, Jacobs, Kris and Meddahi, Nour
ORCID: https://orcid.org/0009-0008-7138-3869
(2014)
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation.
Journal of Financial and Quantitative Analysis, 49 (3).
pp. 663-697.

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