Bechmann, Ken L.; Raaballe, Johannes - 2009
qrregaard Nielsen: The
Information Content of Treasury Bond Options Concerning Future Volatility and
Price Jumps.
2006 …-2: Thomas Busch, Bent Jesper Christensen and Morten qrregaard Nielsen: Forecasting
Exchange Rate Volatility in the Presence of … Jumps.
2006-3: Thomas Busch, Bent Jesper Christensen and Morten qrregaard Nielsen: The Role of
Implied Volatility in …