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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - 2004
Persistent link: https://www.econbiz.de/10002120589
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Forecasting stock index volatility : the incremental information in the intraday high-low price range
Corrado, Charles Joseph; Truong, Cameron - 2004
Persistent link: https://www.econbiz.de/10002128186
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The options market response to accounting earnings announcements
Truong, Cameron; Corrado, Charles Joseph; Chen, Yangyang - In: Journal of international financial markets, … 22 (2012) 3, pp. 423-450
Persistent link: https://www.econbiz.de/10009623553
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Forecasting stock index volatility: comparing implied volatility and the intraday high-low price range
Corrado, Charles Joseph; Truong, Cameron - In: The journal of financial research 30 (2007) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003484305
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Forecasting stock index volatility : the incremental information in the intraday high-low price range
Corrado, Charles Joseph; Truong, Cameron - 2004
Persistent link: https://www.econbiz.de/10002253950