//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Tinbergen Institute"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"implied volatility"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
2
Prognoseverfahren
2
Volatility
2
Volatilität
2
Aktienindex
1
Capital income
1
Forecasting
1
Implied Volatility
1
Kapitaleinkommen
1
Monte Carlo likelihood method
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Stock index
1
Stock indice
1
Theorie
1
Theory
1
equity-risk premium
1
implied volatility skew
1
predictability
1
reversals
1
sentiment
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
2
Graue Literatur
2
Working Paper
2
Language
All
English
2
Author
All
Félix, Luiz
1
Hol Uspensky, Eugenie
1
Koopman, Siem Jan
1
Kräussl, Roman
1
Stork, Philip
1
Published in...
All
Discussion paper / Tinbergen Institute
Research paper series / Swiss Finance Institute
4
Working papers
4
CFS working paper series
3
SAFE working paper
3
CESifo working papers
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Staff working papers / Bank of England
2
Swiss Finance Institute Research Paper
2
Working papers / Bank for International Settlements
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
Working papers on finance
2
Working papers series / Federal Reserve Bank of San Francisco
2
BAFFI CAREFIN Centre Research Paper
1
Barcelona GSE working paper series : working paper
1
Bonn Econ Discussion Papers / BGSE
1
CARF working paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper series / University of Essex, Department of Economics
1
Documentos de trabajo / Banco de España
1
Economics Department working paper
1
Economics and finance working paper series
1
FAU discussion papers in economics
1
Finmap working paper
1
Kiel working paper
1
RBI working paper series
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
SAFE Working Paper
1
Serie documentos de trabajo
1
Simon Business School Working Paper
1
Simon Business School working paper
1
Sveriges Riksbank working paper series
1
THM-Hochschulschriften
1
Working Paper / Bank of Greece
1
Working paper
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
Working paper series / Frankfurt School of Finance & Management
1
Working paper series : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Implied
volatility
sentiment : a tale of two tails
Stork, Philip
;
Félix, Luiz
;
Kräussl, Roman
-
2017
. We find that our
implied
volatility
(IV) sentiment measure, jointly derived from index and single stock options, explains …
Persistent link: https://www.econbiz.de/10011583312
Saved in:
2
Forecasting the variability of stock index returns with stochastic volatility models and
implied
volatility
Hol Uspensky, Eugenie
;
Koopman, Siem Jan
-
2000
implied by option prices. We develop anSV model with
implied
volatility
as an exogeneous var able in the varianceequation …+ model produces the most accurate out-of-sample volatilityforecasts and that the model that only utilises
implied
volatility
…
Persistent link: https://www.econbiz.de/10011304384
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->