RV（realized volatility）一般对比的是implied volatility，隐含波动率。我们通常所说的历史波动率和实现...
This may be indicative of a feedback effect that implied volatility has on realized volatility. We also discuss the distribution of the difference between squared implied volatility and realized variance and show that, at the basic level, it is consistent with Pearson's correlations obtained from ...
Realized Volatility 指的是一个投资标的在指定时间范围内的波动量总和.例如, 一只股票在今天上午上涨了10...
VolatilityVIXRealized Volatilityrate of vibration 波动率汉英翻译 fluctuation ratio起伏比; 波动比; 波动率; 变动率; 词组短语 波动率指数VIX; Volatility Index 隐含波动率Implied volatility; ivix 历史波动率historical volatility; HistoryVolatility 双语例句 ...
This paper examines the relationship between the volatility implied in option prices and the subsequently realized volatility by using the S&P/ASX 200 index options (XJO) traded on the Australian Stock Exchange (ASX) during a period of 5years. Unlike stock index options such as the S&P 100 inde...
We consider the relation between the volatility implied in an option's price and the subsequently realized volatility. Earlier studies on stock index options have found biases and inefficiencies in implied volatility as a forecast of future volatility. More recently, Christensen and Prabhala find that...
3.This paper clarifies the foreign latest result onrealized volatilityin detail.较为详细地阐述了国外对实际波动率研究的最新成果。 英文短句/例句 1.This is because implied volatility is generally higher than realised.这是因为隐含波动率通常高于实际波动率。
The relation between implied and realized volatility 1 Visible-light-active titanium oxide photocatalyst realized by an oxygen-deficient structure and by nitrogen doping Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models ...
Realized volatility is a fully nonparametric approach to ex post measurement of the actual realized return variation over a specific trading period. It encompasses specific empirical procedures and an associated continuous-record asymptotic theory for arbitrage-free jump diffusions. It provides the ideal ...
Volatility estimation concentrates around historical realized volatility and forward-looking implied volatility. Several studies have investigated the predictive power of realized and implied volatility with respect to future price variation, but the results are mixed, particularly about the predictive power of...