Hi,
maybe the concept of RV is too new?
Would be really helpful, if somebody would reply.
Many thanks in advance,
Christine
Search found 2 matches
- Wed Feb 15, 2017 9:01 am
- Forum: Econometric Discussions
- Topic: Realized Variance
- Replies: 1
- Views: 2609
- Tue Feb 14, 2017 4:22 am
- Forum: Econometric Discussions
- Topic: Realized Variance
- Replies: 1
- Views: 2609
Realized Variance
Dear forum members, I have a questions regarding to the “realized variance”. I want to do a research with provided RV data. However, the RV is provided on a daily calculation. However, I want to compare them with the VIX Data in order to get the so-called Variance Risk Premium. Since the VIX data is...