Work

New evidence on the implied-realized volatility relation

Year: 2002

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470110071209

Authors: Bent Jesper Christensen, Charlotte Strunk Hansen

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2116787156

FWCI: 7.444

Cites: 19

Cited by: 93

Related to: 10