Department of Economics and Business Economics

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

Research output: Contribution to conferencePaperResearchpeer-review

  • School of Economics and Management
Original languageEnglish
Publication year2006
Number of pages50
Publication statusPublished - 2006
EventAmerican Finance Association Annual Meeting - Boston, United States
Duration: 6 Jan 20068 Jan 2006


ConferenceAmerican Finance Association Annual Meeting
CountryUnited States

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ID: 3643708