Asymmetries of the intraday return-volatility relation
Ihsan Badshah, Bart Frijns, Johan Knif, Alireza Tourani-Rad
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Badshah, Ihsan Ullah ; Frijns, Bart ; Knif, Johan ; Tourani Rad, Alireza |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 48.2016, p. 182-192
|
| Subject: | Asymmetric return-volatility relation | Implied volatility | Index options | Intraday | Quantile regression | VIX | Volatilität | Volatility | Index-Futures | Index futures | Optionsgeschäft | Option trading | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.09.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011624483