Charlotte Strunk Hansen
Names
| first: | Charlotte |
| middle: | Strunk |
| last: | Hansen |
Identifer
| RePEc Short-ID: | pha204 |
Contact
| homepage: | http://faculty.baruch.cuny.edu/chansen |
| postal address: | Department of Economics and Finance Zicklin School of Business, Baruch College / CUNY One Bernard Baruch Way, Box B10-225 New York, NY 10010 |
Affiliations
-
City University of New York (CUNY)
/ Baruch College
/ Zicklin School of Business
- EDIRC entry
- location:
Research profile
author of:
- The relation between implied and realised volatility in the Danish option and equity markets (RePEc:bla:acctfi:v:41:y:2001:i:3:p:197-228)
by Charlotte Strunk Hansen - Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model (RePEc:hhb:aarfin:2000_001)
by Christiansen, Charlotte & Strunk Hansen, Charlotte - Spanning tests for options using principal components methods (RePEc:taf:apfiec:v:17:y:2007:i:9:p:739-746)
by Charlotte S. Hansen & Bjorn E. Tuypens - New evidence on the implied-realized volatility relation (RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205)
by Bent Jesper Christensen & Charlotte Strunk Hansen - Long-Run Regressions: Theory and Application to US Asset Markets (RePEc:wpa:wuwpfi:0410018)
by Charlotte S. Hansen & Bjorn E. Tuypens - Proxying for Expected Returns with Price Earnings Ratios (RePEc:wpa:wuwpfi:0410019)
by Charlotte S. Hansen & Bjorn E. Tuypens