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

Bent Jesper Christensen, Morten Ørregaard Nielsen

    Research output: Contribution to conferencePaperResearchpeer-review

    Original languageEnglish
    Publication date2006
    Number of pages50
    Publication statusPublished - 2006
    EventAmerican Finance Association Annual Meeting - Boston, United States
    Duration: 6 Jan 20068 Jan 2006

    Conference

    ConferenceAmerican Finance Association Annual Meeting
    Country/TerritoryUnited States
    CityBoston
    Period06/01/200608/01/2006

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