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USA
Theorie
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Volatilität
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30
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30
Denmark
18
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realized volatility
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implied volatility
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jumps
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long memory
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Christensen, Bent Jesper
7
Strunk Hansen, Charlotte
4
Christiansen, Charlotte
3
Nielsen, Morten Ørregaard
2
Prabhala, N. R.
2
Raahauge, Peter
2
An, Mark Yuying
1
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Centre for Analytical Finance <Århus>
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1
Journal of financial economics
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Review of derivatives research
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ECONIS (ZBW)
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A bivariate duration model of the joint retirement decisions of married couples
An, Mark Yuying
;
Christensen, Bent Jesper
;
Gupta, …
-
1999
Persistent link: https://www.econbiz.de/10001443284
Saved in:
2
The relation between implied and realized volatility
Christensen, Bent Jesper
;
Prabhala, N. R.
-
1998
Persistent link: https://www.econbiz.de/10000995465
Saved in:
3
The relation between implied and realized volatility
Christensen, Bent Jesper
- In:
Journal of financial economics
50
(
1998
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10001250560
Saved in:
4
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
5
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002481916
Saved in:
6
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
7
The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
Saved in:
8
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
9
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
10
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
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