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Charlotte Strunk Hansen · Study

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Charlotte Strunk Hansen

4 works· latest 2002· 1 institutionscluster: provisional

h-index4

i104

Citations172

Works here4

01

02

Most cited in this library

New evidence on the implied-realized volatility relation2002 · 92 citations
The relation between implied and realised volatility in the Danish option and equity markets2001 · 38 citations
The Telescoping Overlap Problem in Options Data2001 · 22 citations
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model2002 · 20 citations

Works

4 shown

New evidence on the implied-realized volatility relation

European Journal of Finance·2002·2 authors

92citations

Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model

Review of Derivatives Research·2002·2 authors

20citations

The relation between implied and realised volatility in the Danish option and equity markets

Accounting and Finance·2001·1 author

38citations

The Telescoping Overlap Problem in Options Data

SSRN Electronic Journal·2001·3 authors·preprint·Open access

22citations