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The Theoretical Research and Evaluation on Realized Volatility

Jie Zhang

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Abstract

Realized volatility is a new measuring method of finance volatility.Realized volatility is an unbiased estimator which is no accuracy of altitude observed in the theory research.It is easier to get parameter estimation than other models in the empirical research and modeling of realized volatility.The selecting of optimum data interval is important to the precision of the realized volatility.

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Realized volatility is a new measuring method of finance volatility.Realized volatility is an unbiased estimator which is no accuracy of altitude observed in the theory research.It is easier to get parameter estimation than other models in the empirical research and modeling of realized volatility.The selecting of optimum data interval is important to the precision of the realized volatility.

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Available abstract

Realized volatility is a new measuring method of finance volatility.Realized volatility is an unbiased estimator which is no accuracy of altitude observed in the theory research.It is easier to get parameter estimation than other models in the empirical research and modeling of realized volatility.The selecting of optimum data interval is important to the precision of the realized volatility.

Key concepts: Volatility (finance), Econometrics, Forward volatility, Estimator, Volatility swap, Implied volatility, Stochastic volatility, Volatility smile

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