Browsen in EconStor gesamt nach Autor:innen Busch, Thomas
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Erscheinungsjahr | Titel | Autor:innen |
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 |