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Gupta, Rangan
133
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65
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52
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41
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
63
Management science : journal of the Institute for Operations Research and the Management Sciences
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60
International Journal of Energy Economics and Policy : IJEEP
59
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ECONIS (ZBW)
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1
Bond variance
risk
premia
Mueller, Philippe
;
Vedolin, Andrea
;
Yen, Yu-min
-
2012
Persistent link: https://www.econbiz.de/10009552228
Saved in:
2
The
VIX
's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
3
The
VIX
, the variance premium and stock market
volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
4
Financial
volatility
modeling with option-implied information and important macro-factors
Yfanti, Stavroula
;
Karanasos, Menelaos
- In:
Journal of the Operational Research Society
73
(
2022
)
9
,
pp. 2129-2149
Persistent link: https://www.econbiz.de/10013532426
Saved in:
5
The information content of ASX SPI 200 implied
volatility
Tanha, Hassan
;
Dempsey, Michael
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011490536
Saved in:
6
Implied
volatility
index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
7
The information content of intraday implied
volatility
for
volatility
forecasting
Wang, Yaw-Huei
;
Wang, Yun-Yi
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
Saved in:
8
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:
9
Spreading the fear : the central role of CBOE
VIX
in global stock market uncertainty
Smales, Lee A.
- In:
Global finance journal
51
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013431588
Saved in:
10
Do price jumps matter in
volatility
forecasts of US treasury futures?
Zhang, Xueer
;
Hung, Jui-Cheng
;
Chiu, Chien-Liang
-
2025
Persistent link: https://www.econbiz.de/10015376629
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