Department of Economics and Business Economics

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

Research output: Working paper/Preprint Working paperResearch

  • Bent Jesper Christensen
  • Thomas Busch, Danske Bank, Denmark
  • Morten Ørregaard Nielsen, Cornell University, United States
  • School of Economics and Management
Original languageEnglish
Number of pages39
Publication statusPublished - 2006

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ID: 3630464