The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets

Bent Jesper Christensen, Thomas Busch, Morten Ørregaard Nielsen

    Research output: Contribution to conferencePaperResearchpeer-review

    Original languageEnglish
    Publication date2006
    Number of pages39
    Publication statusPublished - 2006
    EventCIRANO-CIREQ Financial Econometrics Conference - Montreal, Canada
    Duration: 4 May 20067 May 2006

    Conference

    ConferenceCIRANO-CIREQ Financial Econometrics Conference
    Country/TerritoryCanada
    CityMontreal
    Period04/05/200607/05/2006

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