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A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos
;
Skiadopoulos, George
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
Saved in:
2
Market timing with option-implied distributions : a forward-looking approach
Kostakis, Alexandros
;
Panigirtzoglou, Nikolaos
; …
- In:
Management science : journal of the Institute for …
57
(
2011
)
7
,
pp. 1231-1249
Persistent link: https://www.econbiz.de/10009267624
Saved in:
3
Volatility smile consistent option models : a survey
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 403-437
Persistent link: https://www.econbiz.de/10001584359
Saved in:
4
The simulation of the implied distribution and other smile consistent stochastic volatility models: an overview
Skiadopoulos, George
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 189-212)
.
2002
Persistent link: https://www.econbiz.de/10001747046
Saved in:
5
The Greek implied volatility index : construction and properties
Skiadopoulos, George
- In:
Applied financial economics
14
(
2004
)
16
,
pp. 1187-1196
Persistent link: https://www.econbiz.de/10002409110
Saved in:
6
Investing in commodities : popular beliefs and misconceptions ; invited editorial
Skiadopoulos, George
- In:
The journal of asset management
13
(
2012
)
2
,
pp. 77-83
Persistent link: https://www.econbiz.de/10009550623
Saved in:
7
Advances in the commodity futures literature: a review
Skiadopoulos, George
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 85-96
Persistent link: https://www.econbiz.de/10009725346
Saved in:
8
Persistence and volatility in short-term interest rates
Panigirtzoglou, Nikolaos
;
Proudman, James
;
Spicer, John
-
2000
Persistent link: https://www.econbiz.de/10001486484
Saved in:
9
Testing the stability of implied probability density functions
Bliss, Robert R.
;
Panigirtzoglou, Nikolaos
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 381-422
Persistent link: https://www.econbiz.de/10001654337
Saved in:
10
Recovering risk aversion from options
Bliss, Robert R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658437
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