Browsing All of EconStor by Author Busch, Thomas
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2005 | Forecasting exchange rate volatility in the presence of jumps | Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard |
2006 | The information content of treasury bond options concerning future volatility and price jumps | Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard |
2008 | The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets | Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard |