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It seems to have vanished off the web but a few years back Dupire published two tradable realized volatility estimators in 2015, I even asked a question around it here. What makes a realized vol estimate "tradeable"?

However, the only presentation I could find on the web has the formulas removed here: https://www.math.cmu.edu/CCF/CCFevents/shreve/abstracts/B.Dupire.pdf

Does any have the formulas for the two estimators or know why they are no longer available on the web?

Update:

Thanks to Pleb, we have one one of formulas, Dupire Realized Vol without night:

$\sigma_i = \frac{(H_i - C_i)^2 - (C_i - L_i)^2 }{2}$

Is it safe to assume Dupires formula with overnight is a follows?

$\sigma_i = \frac{(H_i - C_i)^2 + (C_i - L_i)^2 + (O_i - C_{i-1})^2}{3}$

pyCthon
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    I am not completely sure if it provides any insight, but you can find the original slides (from the link in your earlier question) by using Wayback Machine. Here is a direct link that worked for me after a couple of tries. – Pleb Jun 13 '22 at 13:50
  • @Pleb Thanks! that looks to have one of the formulas!, Let me update the post shortly – pyCthon Jun 14 '22 at 14:20

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