Rolf Poulsen

Rolf Poulsen

Professor

Most downloads

  1. 463 downloads
    Published

    Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. 254 downloads
    Published

    Volatility is log-normal -- but not for the reason you think

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 226 downloads
    Published

    How does the volatility of volatility depend on volatility?

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 167 downloads
    Published

    The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 166 downloads
    Published

    Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

    Research output: Contribution to journalJournal articleResearchpeer-review

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