This paper clarifies the foreign latest result on realized volatility in detail.
较为详细地阐述了国外对实际波动率研究的最新成果。
Under simulated tests, the effects of microstructure on realized range-based volatility and realized volatility are compared.
在模拟试验的基础上，比较了微观结构效应对两种波动率度量方法的影响程度。
This paper clarifies the theory background of realized volatility firstly, then some basic conclusions about realized volatility are shown.
阐述了实际波动率的理论背景，以及国外在实际波动率研究方面已得出的一些基本结论。
At first, the paper proves that the realized range-based volatility is more efficient than the realized volatility in estimating volatility.
文章首先证明了已实现极差波动是比已实现波动更有效的波动估计量。
In this paper, we compare realized volatility and weighted realized volatility from four aspects: defnition, bias, efficiency and calendar effect.
本文从定义形式、无偏性、有效性、日历效应等方面对已实现波动和赋权已实现波动加以比较。
Finally, it makes the asymmetric estimation with high-frequency data in a specific period, using the method of realized volatility and the line model.
最后，在一个具体的时间段采用高频数据对不对称性作出估计，我们应用已实现波动率的方法并用线形模型做出了估计。
The major change in pricing is the sharp decline in implied volatility relative to realized volatility, evident immediately upon the opening of the CBOE.
在定价上主要的改变是，与实现波动率相关的隐含波动率急剧下降，这在芝加哥期权交易所之后立刻变得相当明显。
The major change in pricing is the sharp decline in implied volatility relative to realized volatility, evident immediately upon the opening of the CBOE.
在定价上主要的改变是，与实现波动率相关的隐含波动率急剧下降，这在芝加哥期权交易所之后立刻变得相当明显。
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