New evidence on the implied-realized volatility relation

European Journal of Finance

Volumn 8, Issue 2, 2002, Pages 187-205

  Christensen, Bent Jesper ^a   Hansen, Charlotte Strunk ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Implied Volatility; Index Options; Realized Volatility; Simultaneous Equation Estimation; Volatility Forecasting

Indexed keywords

EID: 0142233510     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470110071209     Document Type: Article

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