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A new volatility dependent pricing kernel in commodity market

A new volatility dependent pricing kernel in commodity market. Presented by Minhao Cai Joint with Weidong Tian UNC CHARLOTTE. What we are trying to do?. 1. Try to construct a new volatility dependent pricing kernel

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341 views • 19 slides

Possible Research Interests

Possible Research Interests. Kyu Won Choi Econ 201FS February 16, 2011. GARCH model + Realized Variation Measures. C ombining realized variation measures based on high-frequency data with more traditional GARCH type models Some Examples Realized GARCH Models HEAVY models

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355 views • 16 slides

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New volatility - PowerPoint PPT Presentation

A new volatility dependent pricing kernel in commodity market

Possible Research Interests