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Cyclical dynamics in idiosyncratic labor-market risks : evidence from March CPS 1968 - 2011
Zhao, Bo - In: Economics letters 120 (2013) 3, pp. 528-531
Persistent link: https://www.econbiz.de/10010187213
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Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal; Clewlow, Les; Hodges, Stewart D. - In: Review of derivatives research 3 (1999) 1, pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
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The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Review of derivatives research 3 (1999) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
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Simulating the evolution of the implied distribution
Skiadopoulos, George; Hodges, Stewart D. - In: European financial management : the journal of the … 7 (2001) 4, pp. 497-521
Persistent link: https://www.econbiz.de/10001627611
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Volatility cones and their sampling properties
Hodges, Stewart D.; Tompkins, Robert G. - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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A parsimonious continous time model of equity index returns : (inferred from high frequency data)
Bedendo, Mascia; Hodges, Stewart D. - In: International journal of theoretical and applied finance 7 (2004) 8, pp. 997-1030
Persistent link: https://www.econbiz.de/10002476563
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The dynamics of implied volatility surfaces
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Decision making : recent developments and worldwide …, (pp. 197-211). 2010
Persistent link: https://www.econbiz.de/10009152462
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The dynamics of the volatility skew : a Kalman filter approach
Bedendo, Mascia; Hodges, Stewart D. - In: Journal of banking & finance 33 (2009) 6, pp. 1156-1165
Persistent link: https://www.econbiz.de/10003842010
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The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.; Ziemba, William T.; Hodges, Stewart D. - In: Handbook of sports and lottery markets, (pp. 161-180). 2008
Persistent link: https://www.econbiz.de/10003779564
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Parametric modeling of implied smile functions : a generalized SVI model
Zhao, Bo; Hodgens, Stewart D. - In: Review of derivatives research 16 (2013) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10009729922