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Search: subject:"implied volatility"
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Volatility
18
Volatilität
18
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11
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11
Option pricing theory
8
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8
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7
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6
Implied volatility
6
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4
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implied volatility
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Degiannakis, Stavros
2
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Miao, Hong
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Chaiyuth Padungsaksawasdi
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Journal of empirical finance
Journal of forecasting
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
Energy economics
19
International journal of theoretical and applied finance
19
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
Journal of Banking & Finance
12
International review of economics & finance : IREF
11
Review of Derivatives Research
11
International journal of financial engineering
10
Economic modelling
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Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied mathematical finance
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Finance and Stochastics
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Journal of international financial markets, institutions & money
8
Review of Quantitative Finance and Accounting
8
Asia-Pacific journal of financial studies
7
Finance and stochastics
7
Journal of Risk and Financial Management
7
Journal of financial markets
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Physica A: Statistical Mechanics and its Applications
7
Review of derivatives research
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The European Journal of Finance
7
The European journal of finance
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Annals of finance
6
Applied Mathematical Finance
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Applied economics letters
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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Journal of financial economics
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
18
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18
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1
Moving beyond Volatility Index (VIX) : HARnessing the term structure of
implied
volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
2
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
3
Parallel architecture of CNN-bidirectional LSTMs for
implied
volatility
forecast
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10013465682
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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