Arne D. Staal

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We examine the relative information content of monthly volatility forecasts derived from option prices and time-series forecasts of realized volatility. If volatility risk is priced the return variance process is different under the physical and risk-neutral pricing measures, which has important implications for the interpretation of implied volatility as(More)
To try and improve the interobserver agreement for the diagnosis of TIA, we used a checklist hi which the symptoms were recorded in plain language, instead of in abstract diagnostic terms such as amaurosis fugax. Criteria for a diagnosis of TIA were similarly phrased and recommended to all observers. Eight senior neurologists and ten neurology residents(More)
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