The Implied-Realized Volatility Relation With Jumps in Underlying Asset Prices

Bent Jesper Christensen, Morten Ørregaard Nielsen

    Publikation: KonferencebidragPaperForskningpeer review

    OriginalsprogEngelsk
    Publikationsdato2006
    Antal sider50
    StatusUdgivet - 2006
    BegivenhedAmerican Finance Association Annual Meeting - Boston, USA
    Varighed: 6 jan. 20068 jan. 2006

    Konference

    KonferenceAmerican Finance Association Annual Meeting
    Land/OmrådeUSA
    ByBoston
    Periode06/01/200608/01/2006

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