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

Activity: Participating in or organising an event typesParticipation in or organisation af a conference

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Bent Jesper Christensen - Participant

  • School of Economics and Management
19 Aug 200524 Aug 2005

Conference

ConferenceThe Implied-Realized Volatility Relation With Jumps in Underlying Asset Prices
CountryUnited Kingdom
CityLondon
Period19/08/200524/08/2005
SponsorEconometric Society World Congress

ID: 633952