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Search: subject:"implied volatility"
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Risikoprämie
Volatility
14
Volatilität
14
Forecasting model
8
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8
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6
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6
Implied volatility
6
Option pricing theory
6
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5
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Realized volatility
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2
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2001-2010
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1
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1
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Journal of empirical finance
LSF research working paper series
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4
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3
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2
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2
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ECONIS (ZBW)
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1
Volatility concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547074
Saved in:
2
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
3
Risk-adjusted
implied
volatility
and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
4
No-arbitrage
implied
volatility
functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
5
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 497-510
Persistent link: https://www.econbiz.de/10009615666
Saved in:
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