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Search: subject:"implied volatility"
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ARCH model
Theory
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Volatilität
676
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664
Implied volatility
378
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345
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339
implied volatility
337
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15
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2
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2
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2
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2
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2
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2
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2
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2
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2
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9
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2
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2
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2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
162
RePEc
5
EconStor
2
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
3
Forward start volatility swaps in rough volatility models
Alòs, Elisa
;
Rolloos, Frido
;
Shiraya, Kenichiro
-
2022
Persistent link: https://www.econbiz.de/10014266236
Saved in:
4
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
5
The relationship between
implied
volatility
and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
6
Uncertainty measure : as a proxy for the degree of market imperfection
Zhang, Hailiang
;
Muhammad, Atif Sattar
;
Wang, Haijun
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 159-171
Persistent link: https://www.econbiz.de/10014446735
Saved in:
7
New evidence on the information content of
implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
8
Forecasting stock market dynamics using bidirectional long short-term memory
Park, Daehyeon
;
Ryu, Doojin
- In:
Romanian journal of economic forecasting
24
(
2021
)
2
,
pp. 22-34
Persistent link: https://www.econbiz.de/10012587123
Saved in:
9
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
Mininni, Michele
;
Orlando, Giuseppe
;
Taglialatela, Giovanni
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 73-100
Persistent link: https://www.econbiz.de/10012587816
Saved in:
10
Forward looking up-/down correlations
Schadner, Wolfgang
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012592490
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