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Search: subject:"Term structure of implied volatility"
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Term structure of implied volatility
4
Volatility
3
Volatilität
3
Ankündigungseffekt
2
Announcement effect
2
Börsenkurs
2
Option pricing theory
2
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Implied volatility
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forecasting
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local parametric models
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Anagnostopoulou, Seraina C.
2
Chen, Ying
2
Han, Qian
2
Niu, Linlin
2
Tsekrekos, Andrianos E.
2
Ferentinou, Aikaterini C.
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ECONIS (ZBW)
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1
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
-
2018
We model the
term
structure
of
implied
volatility
(TSIV) with an adaptive approach to improve predictability, which …
Persistent link: https://www.econbiz.de/10012433195
Saved in:
2
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:
3
The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.
;
Ferentinou, Aikaterini C.
; …
- In:
Journal of financial services research : JFSR
53
(
2018
)
1
,
pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
Saved in:
4
Accounting quality, information risk and the
term
structure
of
implied
volatility
around earnings announcements
Anagnostopoulou, Seraina C.
;
Tsekrekos, Andrianos E.
- In:
Research in international business and finance
41
(
2017
),
pp. 445-460
Persistent link: https://www.econbiz.de/10011914550
Saved in:
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