The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets

Bent Jesper Christensen, Thomas Busch, Morten Ørregaard Nielsen

    Publikation: KonferencebidragPaperForskningpeer review

    OriginalsprogEngelsk
    Publikationsdato2006
    Antal sider39
    StatusUdgivet - 2006
    BegivenhedCIRANO-CIREQ Financial Econometrics Conference - Montreal, Canada
    Varighed: 4 maj 20067 maj 2006

    Konference

    KonferenceCIRANO-CIREQ Financial Econometrics Conference
    Land/OmrådeCanada
    ByMontreal
    Periode04/05/200607/05/2006

    Citationsformater