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~person:"Andersen, Torben"
~person:"Chang, Chuang-chang"
~person:"Shaikh, Imlak"
~subject:"Volatility"
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Volatility
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Andersen, Torben
Chang, Chuang-chang
Shaikh, Imlak
Ryu, Doojin
14
Zhang, Jin E.
14
Todorov, Viktor
11
Guirguis, Michel
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
3
The seasonal anomalies in the investors' fear gauge index
Shaikh, Imlak
- In:
Research bulletin / The Institute of Cost Accountants …
42
(
2016
)
1
,
pp. 247-254
Persistent link: https://www.econbiz.de/10011622307
Saved in:
4
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
6
Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak
;
Padhi, Puja
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10011420288
Saved in:
7
Stylized patterns of implied volatility in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
Saved in:
8
On the relationship of implied, realized and historical volatility : evidence from NSE equity index options
Padhi, Puja
;
Shaikh, Imlak
- In:
Journal of business economics and management
15
(
2014
)
5
,
pp. 915-934
Persistent link: https://www.econbiz.de/10010484378
Saved in:
9
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
10
Macroeconomic announcements and the implied volatility index : evidence from India VIX
Shaikh, Imlak
;
Padhi, Puja
- In:
Margin: the journal of applied economic research
7
(
2013
)
4
,
pp. 417-442
Persistent link: https://www.econbiz.de/10011337346
Saved in:
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