The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Thomas Busch; Bent Jesper Christensen; Morten Ørregaard Nielsen
| Year of publication: |
2010
|
|---|---|
| Authors: | Busch, Thomas ; Christensen, Bent Jesper ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 48-57
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rentenmarkt | Bond market | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009242554