An Empirical Investigation of Option Pricing Models with Realized Volatility
碩士 === 國立交通大學 === 財務金融研究所 === 96 === Previous studies have documented that, with use of high frequency data, Heterogeneous Autoregressive of the Realized Volatility (HAR-RV) model performs better than other volatility models in fitting financial return volatility measurement and has a more accurate...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04438734005030965300 |