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Search: subject:"Implied volatility"
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Volatility
20
Volatilität
20
Implied volatility
12
Option pricing theory
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7
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7
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implied volatility
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Haugom, Erik
2
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1
Byun, Suk Joon
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1
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1
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1
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Applied mathematical finance
Energy Economics
Journal of empirical finance
Journal of banking & finance
27
International review of financial analysis
25
Quantitative finance
24
International Journal of Theoretical and Applied Finance (IJTAF)
23
Finance research letters
21
CREATES Research Papers
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Energy economics
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Review of Derivatives Research
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The journal of futures markets
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International journal of financial engineering
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Economics Papers from University Paris Dauphine
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CEPR Discussion Papers
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Finance and Stochastics
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Journal of international financial markets, institutions & money
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Review of Quantitative Finance and Accounting
8
Asia-Pacific journal of financial studies
7
Finance and stochastics
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Journal of Risk and Financial Management
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Journal of financial markets
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Physica A: Statistical Mechanics and its Applications
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Review of derivatives research
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SFB 649 Discussion Paper
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The European Journal of Finance
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The European journal of finance
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Annals of finance
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Applied Mathematical Finance
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ECONIS (ZBW)
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RePEc
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1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
Simulation of arbitrage-free
implied
volatility
surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Global equity market leadership positions through
implied
volatility
measures
Parhizgari, Ali M.
;
Chaiyuth Padungsaksawasdi
- In:
Journal of empirical finance
61
(
2021
),
pp. 180-205
Persistent link: https://www.econbiz.de/10012693257
Saved in:
4
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Journal of empirical finance
63
(
2021
),
pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
Saved in:
5
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
6
Default prediction models : the role of forward-looking measures of returns and volatility
Miao, Hong
;
Ramchander, Sanjay
;
Ryan, Patricia
;
Wang, …
- In:
Journal of empirical finance
46
(
2018
),
pp. 146-162
Persistent link: https://www.econbiz.de/10012103422
Saved in:
7
Forecasting global stock market
implied
volatility
indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
8
Forecasting the term structure of option
implied
volatility
: the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
9
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
10
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
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