# Tag Info

## New answers tagged volatility

1

I don't know what you mean by "any scaling" rule. For the square-root of time I can say that it only needs uncorrelated returns. Assume that the return from time point $1$ to $T$ is called $r_{1,T}$ and that it is given as $r_{1,T} = r_1 + r_2 + \cdots + r_T = \sum_{t=1}^T r_t$ where $r_t, t=1,\ldots,T$ are the one-period (e.g. one day) returns. The ...

0

5 minutes is a very short time period! If you have access to real time data of Implied Volatility and transaction Volume of the underlying of your option than you can take a look to the following article: Volatility Forecasts, Trading Volume, and the ARCH versus Option-Implied Volatility Trade-off In this article, the authors use the information from ...

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