Access Statistics for Charlotte Strunk Hansen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 0 1 2 1,386
Long-Run Regressions: Theory and Application to US Asset Markets 0 0 0 242 0 0 2 716
Proxying for Expected Returns with Price Earnings Ratios 0 0 0 206 0 0 0 558
Total Working Papers 0 0 0 880 0 1 4 2,660


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
New evidence on the implied-realized volatility relation 2 2 5 298 2 2 7 979
Spanning tests for options using principal components methods 1 1 1 15 3 3 3 70
The relation between implied and realised volatility in the Danish option and equity markets 0 0 0 7 0 0 0 43
Total Journal Articles 3 3 6 320 5 5 10 1,092


Statistics updated 2025-03-03