The Relation Between Implied and Realized Volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Standard

The Relation Between Implied and Realized Volatility. / Christensen, Bent Jesper; Prabhala, Nagpurnanand.

In: Journal of Financial Economics, Vol. 50, 1998, p. 125-150.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Harvard

Christensen, BJ & Prabhala, N 1998, 'The Relation Between Implied and Realized Volatility', Journal of Financial Economics, vol. 50, pp. 125-150.

APA

Christensen, B. J., & Prabhala, N. (1998). The Relation Between Implied and Realized Volatility. Journal of Financial Economics, 50, 125-150.

CBE

Christensen BJ, Prabhala N. 1998. The Relation Between Implied and Realized Volatility. Journal of Financial Economics. 50:125-150.

MLA

Christensen, Bent Jesper and Nagpurnanand Prabhala. "The Relation Between Implied and Realized Volatility". Journal of Financial Economics. 1998, 50. 125-150.

Vancouver

Christensen BJ, Prabhala N. The Relation Between Implied and Realized Volatility. Journal of Financial Economics. 1998;50:125-150.

Author

Christensen, Bent Jesper ; Prabhala, Nagpurnanand. / The Relation Between Implied and Realized Volatility. In: Journal of Financial Economics. 1998 ; Vol. 50. pp. 125-150.

Bibtex

@article{29727600beca11dbbee902004c4f4f50,

title = "The Relation Between Implied and Realized Volatility",

author = "Christensen, {Bent Jesper} and Nagpurnanand Prabhala",

year = "1998",

language = "English",

volume = "50",

pages = "125--150",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier BV",

}

RIS

TY - JOUR

T1 - The Relation Between Implied and Realized Volatility

AU - Christensen, Bent Jesper

AU - Prabhala, Nagpurnanand

PY - 1998

Y1 - 1998

M3 - Journal article

VL - 50

SP - 125

EP - 150

JO - Journal of Financial Economics

JF - Journal of Financial Economics

SN - 0304-405X

ER -

Department of Economics and Business Economics