实际波动率，是度量波动率的方法，是指对期权有效期内投资回报率波动程度的度量，大体上可分为参数法和非参数法两类。
实际波动率以金融市场实际价格走势为准。
Realised volatility looks at the actual movements of prices in financial markets.
这是因为隐含波动率通常高于实际波动率。
This is because implied volatility is generally higher than realised.
较为详细地阐述了国外对实际波动率研究的最新成果。
This paper clarifies the foreign latest result on realized volatility in detail.
应用推荐