The Relation Between Implied and Realized Volatility

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Standard

The Relation Between Implied and Realized Volatility. / Christensen, Bent Jesper; Prabhala, Nagpurnanand.

I: Journal of Financial Economics, Bind 50, 1998, s. 125-150.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Christensen, BJ & Prabhala, N 1998, 'The Relation Between Implied and Realized Volatility', Journal of Financial Economics, bind 50, s. 125-150.

APA

Christensen, B. J., & Prabhala, N. (1998). The Relation Between Implied and Realized Volatility. Journal of Financial Economics, 50, 125-150.

CBE

Christensen BJ, Prabhala N. 1998. The Relation Between Implied and Realized Volatility. Journal of Financial Economics. 50:125-150.

MLA

Christensen, Bent Jesper og Nagpurnanand Prabhala. "The Relation Between Implied and Realized Volatility". Journal of Financial Economics. 1998, 50. 125-150.

Vancouver

Christensen BJ, Prabhala N. The Relation Between Implied and Realized Volatility. Journal of Financial Economics. 1998;50:125-150.

Author

Christensen, Bent Jesper ; Prabhala, Nagpurnanand. / The Relation Between Implied and Realized Volatility. I: Journal of Financial Economics. 1998 ; Bind 50. s. 125-150.

Bibtex

@article{29727600beca11dbbee902004c4f4f50,
title = "The Relation Between Implied and Realized Volatility",
author = "Christensen, {Bent Jesper} and Nagpurnanand Prabhala",
year = "1998",
language = "English",
volume = "50",
pages = "125--150",
journal = "Journal of Financial Economics",
issn = "0304-405X",
publisher = "Elsevier BV",

}

RIS

TY - JOUR

T1 - The Relation Between Implied and Realized Volatility

AU - Christensen, Bent Jesper

AU - Prabhala, Nagpurnanand

PY - 1998

Y1 - 1998

M3 - Journal article

VL - 50

SP - 125

EP - 150

JO - Journal of Financial Economics

JF - Journal of Financial Economics

SN - 0304-405X

ER -