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United States
Theorie
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51
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37
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32
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26
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26
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23
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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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USA
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8
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Christensen, Bent Jesper
8
Nielsen, Morten Ørregaard
2
Prabhala, N. R.
2
Raahauge, Peter
2
An, Mark Yuying
1
Gupta, Nabanita Datta
1
Santucci de Magistris, Paolo
1
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Centre for Analytical Finance <Århus>
1
Institut for Finansiering <Frederiksberg>
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2
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1
Journal of econometrics
1
Journal of financial economics
1
The review of economics and statistics
1
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Working paper / Institut for Finansiering, Handelshøjskolen i København
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ECONIS (ZBW)
8
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1
The relation between implied and realized volatility
Christensen, Bent Jesper
;
Prabhala, N. R.
-
1998
Persistent link: https://www.econbiz.de/10000995465
Saved in:
2
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:
3
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:
4
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:
5
Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
6
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:
7
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:
8
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:
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