The implied-realized volatility relation with jumps in underlying asset prices
B. J. Christensen and M. Ø. Nielsen
| Year of publication: |
2005
|
|---|---|
| Authors: | Christensen, Bent Jesper ; Nielsen, Morten Ørregaard |
| Publisher: |
Aarhus |
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Prognose | Forecast | Optionspreistheorie | Option pricing theory | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | 50 S graph. Darst |
|---|---|
| Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ISSN 1398-6163, ZDB-ID 2678178-5. - Vol. 202 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.cls.dk/caf/wp/wp-202.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002670536