Option on realized volatility (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Option on realized volatility" in English language version.

refsWebsite

Global rank English rank

2^nd place

2^nd place

1semanticscholar.org

11^th place

8^th place

doi.org

Barndorff-Nielsen, Ole E.; Shephard, Neil (May 2002). "Econometric analysis of realised volatility and its use in estimating stochastic volatility models". Journal of the Royal Statistical Society, Series B. 64 (2): 253–280. doi:10.1111/1467-9868.00336. S2CID 122716443.

semanticscholar.org

api.semanticscholar.org

Barndorff-Nielsen, Ole E.; Shephard, Neil (May 2002). "Econometric analysis of realised volatility and its use in estimating stochastic volatility models". Journal of the Royal Statistical Society, Series B. 64 (2): 253–280. doi:10.1111/1467-9868.00336. S2CID 122716443.