Aarhus Universitets segl

English

Du er her: AU » Om AU » Organisation » The Role of Implied Volatility in Forecasting Future Real...

Om AU

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

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

Standard

The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. / Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
I: Journal of Econometrics, Bind 160, Nr. 1, 2011, s. 48-57.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

Harvard

Busch, T, Christensen, BJ & Nielsen, MØ 2011, 'The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets', Journal of Econometrics, bind 160, nr. 1, s. 48-57. https://doi.org/10.1016/j.jeconom.2010.03.014

APA

Busch, T., Christensen, B. J., & Nielsen, M. Ø. (2011). The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. Journal of Econometrics, 160(1), 48-57. https://doi.org/10.1016/j.jeconom.2010.03.014

CBE

Busch T, Christensen BJ, Nielsen MØ. 2011. The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. Journal of Econometrics. 160(1):48-57. https://doi.org/10.1016/j.jeconom.2010.03.014

MLA

Busch, Thomas, Bent Jesper Christensen, og Morten Ørregaard Nielsen. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets". Journal of Econometrics. 2011, 160(1). 48-57. https://doi.org/10.1016/j.jeconom.2010.03.014

Vancouver

Busch T, Christensen BJ, Nielsen MØ. The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. Journal of Econometrics. 2011;160(1):48-57. doi: 10.1016/j.jeconom.2010.03.014

Author

Busch, Thomas ; Christensen, Bent Jesper ; Nielsen, Morten Ørregaard. / The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. I: Journal of Econometrics. 2011 ; Bind 160, Nr. 1. s. 48-57.

Bibtex

@article{18636a706cc111deb2cc000ea68e967b,
title = "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets",
author = "Thomas Busch and Christensen, {Bent Jesper} and Nielsen, {Morten {\O}rregaard}",
year = "2011",
doi = "10.1016/j.jeconom.2010.03.014",
language = "English",
volume = "160",
pages = "48--57",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "1",

}

RIS

TY - JOUR

T1 - The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets

AU - Busch, Thomas

AU - Christensen, Bent Jesper

AU - Nielsen, Morten Ørregaard

PY - 2011

Y1 - 2011

U2 - 10.1016/j.jeconom.2010.03.014

DO - 10.1016/j.jeconom.2010.03.014

M3 - Journal article

VL - 160

SP - 48

EP - 57

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 1

ER -