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Hoque, Ariful - In: Banks and bank systems : international research journal 5 (2010) 2, pp. 173-178

Persistent link: https://www.econbiz.de/10008654706

Modeling volatility in foreign currency option pricing

Hoque, Ariful; Chan, Felix; Manzur, Meher - In: Multinational finance journal : MF ; quarterly … 13 (2009) 3/4, pp. 189-208

Persistent link: https://www.econbiz.de/10008654497

Volatility models in foreign currency option pricing

Hoque, Ariful (contributor); Chan, Felix (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003340575

Modeling volatility in foreign currency option pricing

Hoque, Ariful (contributor); Chan, Felix (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003794826

Pricing currency options with intra-daily implied volatility

Hoque, Ariful; Kalev, Petko S. - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 43-56

Persistent link: https://www.econbiz.de/10010520230

Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS

Hassan, Kamrul; Hoque, Ariful; Wali, Muammer; Gasbarro, … - In: Energy economics 92 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012520036

Modeling Volatility in Foreign Currency Option Pricing

Hoque, Ariful - 2016

This paper presents a general optimization framework to forecast put and call option prices by exploiting the volatility of the options prices. The approach is flexible in that different objective functions for predicting the underlying volatility can be modified and adapted in the proposed...

Persistent link: https://www.econbiz.de/10013004469

Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis

Hassan, Kamrul; Hoque, Ariful; Gasbarro, Dominic - In: Energy economics 80 (2019), pp. 950-969

Persistent link: https://www.econbiz.de/10012173757