The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures

By Koopman Siem Jan   Scharth Marcel  

Journal of Financial Econometrics, Vol. 11, Iss. 1, 2012-12 ,pp. : 76-115

Oxford University Press

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New evidence on the implied-realized volatility relation

By Christensen Bent Jesper   Hansen Charlotte Strunk  

The European Journal of Finance, Vol. 8, Iss. 2, 2002-06 ,pp. : 187-205

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Discrete sine transform for multi-scale realized volatility measures§

By Curci Giuseppe   Corsi Fulvio  

Quantitative Finance, Vol. 12, Iss. 2, 2012-02 ,pp. : 263-279

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Options on realized variance by transform methods: a non-affine stochastic volatility model

By Drimus Gabriel G.  

Quantitative Finance, Vol. 12, Iss. 11, 2012-11 ,pp. : 1679-1694

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Asymptotics of Realized Volatility with Non-Gaussian ARCH() Microstructure Noise

By Taniai Hiroyuki   Usami Takashi   Suto Nobuyuki   Taniguchi Masanobu  

Journal of Financial Econometrics, Vol. 10, Iss. 4, 2012-09 ,pp. : 617-636

Oxford University Press

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