The Implied-Realized Volatility Relation Revisited

Bent Jesper Christensen, Charlotte Strunk Hansen

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearch

    Original languageEnglish
    Title of host publicationSymposium i Anvendt Statistik
    EditorsViggo Høst, Hans Jørgen Juhl
    Number of pages26
    PublisherSchool of Economics and Management, University of Aarhus
    Publication date1998
    Pages39-64
    ISBN (Print)87-90117-18-2
    Publication statusPublished - 1998
    EventSymposium i Anvendt Statistik -
    Duration: 17 Dec 2010 → …

    Conference

    ConferenceSymposium i Anvendt Statistik
    Period17/12/2010 → …

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