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Information about:
Thomas Busch

Personal Details | Affiliation | Works
This is information that was supplied by Thomas Busch in registering through RePEc. If you are Thomas Busch , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Thomas
Middle Name:
Last Name: Busch
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RePEc Short-ID: pbu74

Email:
Homepage: http://www.econ.au.dk/research/research-centres/creates/people/junior-fellows/thomas-busch/
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Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

  2. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2006. "The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps," Working Papers 1188, Queen's University, Department of Economics. [Downloadable!]

  3. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2005. "Forecasting Exchange Rate Volatility in the Presence of Jumps," Working Papers 1187, Queen's University, Department of Economics. [Downloadable!]

Articles

  1. Thomas Busch, 2008. "Testing the martingale restriction for option implied densities," Review of Derivatives Research, Springer, vol. 11(1), pages 61-81, March. [Downloadable!] (restricted)

  2. Busch, Thomas, 2005. "A robust LR test for the GARCH model," Economics Letters, Elsevier, vol. 88(3), pages 358-364, September. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2008-06-27 2008-10-21 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2008-06-27 Author is listed
  3. NEP-FMK: Financial Markets (1) 2008-06-27 Author is listed
  4. NEP-FOR: Forecasting (2) 2008-06-27 2008-10-21 Author is listed
  5. NEP-MST: Market Microstructure (2) 2008-06-27 2008-10-21 Author is listed
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This page was last updated on 2009-12-12.

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