The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Busch, Thomas ; Christensen, Bent Jesper ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 48-58
|