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。
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。
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