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

Publikation: Konferencebidrag › Paper › Forskning › peer review

Standard

The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. / Christensen, Bent Jesper; Busch, Thomas; Nielsen, Morten Ørregaard.
2006. Paper præsenteret ved CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada.

Publikation: Konferencebidrag › Paper › Forskning › peer review

Harvard

Christensen, BJ, Busch, T & Nielsen, MØ 2006, 'The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets', Paper fremlagt ved CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada, 04/05/2006 - 07/05/2006.

APA

Christensen, B. J., Busch, T., & Nielsen, M. Ø. (2006). The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. Paper præsenteret ved CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada.

CBE

Christensen BJ, Busch T, Nielsen MØ. 2006. The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. Paper præsenteret ved CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada.

MLA

Christensen, Bent Jesper, Thomas Busch og Morten Ørregaard Nielsen The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. CIRANO-CIREQ Financial Econometrics Conference, 04 maj 2006, Montreal, Canada, Paper, 2006. 39 s.

Vancouver

Christensen BJ, Busch T, Nielsen MØ. The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. 2006. Paper præsenteret ved CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada.

Author

Christensen, Bent Jesper ; Busch, Thomas ; Nielsen, Morten Ørregaard. / The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. Paper præsenteret ved CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada.39 s.

Bibtex

@conference{4d131680bdd211dbbee902004c4f4f50,
title = "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets",
author = "Christensen, {Bent Jesper} and Thomas Busch and Nielsen, {Morten {\O}rregaard}",
year = "2006",
language = "English",
note = "CIRANO-CIREQ Financial Econometrics Conference ; Conference date: 04-05-2006 Through 07-05-2006",

}

RIS

TY - CONF

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

AU - Christensen, Bent Jesper

AU - Busch, Thomas

AU - Nielsen, Morten Ørregaard

PY - 2006

Y1 - 2006

M3 - Paper

T2 - CIRANO-CIREQ Financial Econometrics Conference

Y2 - 4 May 2006 through 7 May 2006

ER -