Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Model-Free Implied Volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Option trading
17
Optionsgeschäft
17
Option pricing theory
15
Optionspreistheorie
15
Forecasting model
13
Prognoseverfahren
13
Model-free implied volatility
12
model-free implied volatility
12
Derivat
6
Derivative
6
corridor implied volatility
6
ARCH model
5
ARCH-Modell
5
Aktienindex
5
Black-Scholes implied volatility
5
Black-Scholes model
5
Black-Scholes-Modell
5
Corridor implied volatility
5
Index futures
5
Index-Futures
5
Model-Free Implied Volatility
5
Risikoprämie
5
Risk premium
5
Stock index
5
volatility forecasting
5
CDM
3
CER
3
CO2 market
3
Corridor Implied Volatility
3
EU ETS
3
EUA
3
Energy volatilities
3
Forecasting
3
India
3
Indien
3
Realized volatility
3
Swap
3
Variance risk-premia
3
more ...
less ...
Online availability
All
Free
14
Undetermined
13
CC license
1
Type of publication
All
Article
22
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article
1
more ...
less ...
Language
All
English
25
Undetermined
9
Author
All
Muzzioli, Silvia
9
Chevallier, Julien
3
Andersen, Torben G.
2
Bondarenko, Oleg
2
Chakrabarti, Prasenjit
2
Liu, Xiaoxi
2
Stahl, Philip
2
Xie, Jinming
2
Alentorn, Amadeo
1
Bhat, Aparna Prasad
1
Bollerslev, Tim
1
Byun, Suk Joon
1
Capriotti, Alessio
1
Chang, Ki Cheon
1
Choi, Seung-mook S.
1
Elyasiani, Elyas
1
FUKASAWA, M.
1
Fukasawa, Masaaki
1
Gambarelli, Luca
1
Garg, Sonia
1
Gibson, Michael
1
Gonzalez-Perez, Maria T.
1
Guan, Zhengfei
1
Han, Joong H.
1
ISHIDA, I.
1
Ishida, I.
1
Kang, Byung Jin
1
Kotha, Kiran Kumar
1
Lu, Shan
1
Lukose P. J., Jijo
1
MAGHREBI, N.
1
Maghrebi, N.
1
Markose, Sheri M.
1
Martin, Gael M.
1
Muzzioli, S.
1
Myers, Robert J.
1
OYA, K.
1
Oya, Kosuke
1
Ramachandran, Shankar
1
Reidy, Andrew
1
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
4
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
3
Department of Econometrics and Business Statistics, Monash Business School
1
Université Paris-Dauphine (Paris IX)
1
Published in...
All
CREATES Research Papers
4
The journal of futures markets
2
Applied economics letters
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
1
Computational Economics
1
DEMB working paper series
1
Department of Economics (DEMB)
1
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Discussion paper series / University of Essex, Department of Economics
1
Economic Modelling
1
Economic modelling
1
Economics Papers from University Paris Dauphine
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of Indian business research
1
Journal of economics & business
1
Journal of empirical finance
1
Monash Econometrics and Business Statistics Working Papers
1
Multinational finance journal
1
Quantitative finance and economics
1
Quarterly Journal of Finance (QJF)
1
Review of Derivatives Research
1
Review of derivatives research
1
Review of economics & finance
1
The European Journal of Finance
1
The quarterly journal of finance
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
RePEc
14
EconStor
1
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
2
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
3
Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of Derivatives Research
25
(
2022
)
3
,
pp. 315-339
We show that the VIX Index structurally underestimates
model-free
implied
volatility
because its implementation omits …
Persistent link: https://www.econbiz.de/10015192461
Saved in:
4
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
5
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
6
Construction of a volatility index from exchange-traded dollar-rupee options
Bhat, Aparna Prasad
- In:
Journal of Indian business research
14
(
2022
)
4
,
pp. 403-425
Persistent link: https://www.econbiz.de/10013537567
Saved in:
7
Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
8
Options order flow, volatility demand and variance risk premium
Chakrabarti, Prasenjit
;
Kotha, Kiran Kumar
- In:
Multinational finance journal
21
(
2017
)
2
,
pp. 49-90
Persistent link: https://www.econbiz.de/10012547479
Saved in:
9
The information content of corridor volatility measures during calm and turmoil periods
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 454-473
Persistent link: https://www.econbiz.de/10012137889
Saved in:
10
Model-free
implied
volatility
under jump-diffusion models
Choi, Seung-mook S.
;
Yang, Hongtao
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012030898
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
