Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
- 期刊名称The Review of Financial Studies
- 作者Peter Christoffersen, Kris Jacobs and Karim Mimouni
- 卷第23卷
- 期第8期
- 印刷ISSN0893-9454
- 电子ISSN1465-7368
- 文件大小3318.96KB
- 发表时间2010-08
- DOI10.2307/40782978
- 页码3141-3189
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