New evidence on the implied-realized volatility relation

B. J. Christensen and C. Strunk Hansen

Year of publication:	May 2001 ; [Elektronische Resource]
Other Persons:	Christensen, Bent Jesper (contributor) ; Strunk Hansen, Charlotte (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Theorie \| Theory

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