, 2013 Implied volatility is the level of dispersion of asset price changes that is embedded in the market prices of option contracts written on that asset.
Heinonen, Anssi
core
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Sci RepAgal S, Raulji K, Odedra ND.
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Many ways exist to measure and model financial asset volatility. In principle, as the frequency of the data increases, the quality of forecasts should improve. Yet, there is no consensus about a true' or best' measure of volatility.
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Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]
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