Details about Thomas Busch

Access statistics for papers by Thomas Busch.

Last updated 2009-10-08. Update your information in the RePEc Author Service.

Short-id: pbu74

Working Papers

2008

1. The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
   Working Papers, Queen's University, Department of Economics
   Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2007) View citations

2006

2. The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps
   Working Papers, Queen's University, Department of Economics

2005

3. Forecasting Exchange Rate Volatility in the Presence of Jumps
   Working Papers, Queen's University, Department of Economics View citations

Journal Articles

2008

1. Testing the martingale restriction for option implied densities
   Review of Derivatives Research, 2008, 11, (1), 61-81

2005

2. A robust LR test for the GARCH model
   Economics Letters, 2005, 88, (3), 358-364 View citations