Concepedia
Statistics
Publications
6
Citations
199
H-Index
Active since
2000
Affiliations
Aarhus University(Current)
Platinum Group Coatings (United States)
Charlotte Strunk Hansen is an author at Aarhus University specializing in financial economics, economics, and finance.
Publications per year
2000–2004
New evidence on the implied-realized volatility relation
Bent Jesper Christensen, Charlotte Strunk Hansen · European Journal of Finance · 2002 · 95 citations
Business, Economics, Finance +17
The relation between implied and realised volatility in the Danish option and equity markets
Charlotte Strunk Hansen · Accounting and Finance · 2001 · 39 citations
The Telescoping Overlap Problem in Options Data
Charlotte Strunk Hansen, Bent Jesper Christensen, Nagpurnanand Prabhala · SSRN Electronic Journal · 2001 · 24 citations · Full text
The Relationship Between Implied and Realized Volatility in the Danish Option and Equity Markets
Charlotte Strunk Hansen · SSRN Electronic Journal · 2000 · 16 citations · Full text
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
Charlotte Christiansen, Charlotte Strunk Hansen · Review of Derivatives Research · 2002 · 15 citations
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