How are weekends and holidays handled when volatility is estimated and used?

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Options Futures And Other Derivatives

ISBN: 9780136939979

11th Edition

Authors: John C. Hull

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Question Posted: Mar 26, 2024 05:00 AM

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How are weekends and holidays handled when volatility is estimated and used?

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Volatility estimation and usage in financial contexts typically involve statistical models that calculate the volatility of an asset or market over a ...View the full answer

Options Futures And Other Derivatives

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