Financial options and statistical prediction intervals

By Per Aslak Mykland. 2003

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/abc2f8ea0f736268a660daa3879993cdc158335a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sílvia Gonçalves
2. Nour Meddahi
3. Andrew J. Patton
4. Asger Lunde
5. Yacine Aït-Sahalia
6. P. R. Hansen
7. N. Shephard
8. Kevin Sheppard

In Finance

1. Sílvia Gonçalves
2. Nour Meddahi
3. Andrew J. Patton
4. N. Shephard
5. Asger Lunde
6. P. R. Hansen
7. Ole E. Barndorff-Nielsen
8. Yacine Aït-Sahalia

Citations in the corpus

• BOOTSTRAPPING REALIZED VOLATILITY (2009, methodology): “We show that the RHS of (35) converges to zero in probability.”