Skip navigation
Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01cv43nz99z
Title: Forecasting Volatility: Option Implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility
Authors: Yin, Nan
Advisors: Fan, Jianqing
Department: Operations Research and Financial Engineering
Class Year: 2008
Extent: 87 Pages
Other Identifiers: 21723
URI: http://arks.princeton.edu/ark:/88435/dsp01cv43nz99z
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

Files in This Item:
There are no files associated with this item.


Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.