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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
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
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2017

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