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The predictive value of tempor...
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1
Investing in VIX futures based on rolling GARCH models forecasts
Bilyk, Oleh
;
Sakowskia, Paweł
;
Ślepaczuka, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322122
Saved in:
2
Index-option pricing with stochastic
volatility
and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
3
Forecasting
volatility
and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
4
Predicting
volatility
of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
5
Evaluation of
volatility
forecasts in an economic value framework
Elder, Adam
;
Gannon, Gerard
- In:
International review of financial analysis
7
(
1998
)
3
,
pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
Saved in:
6
Early news is good news : the effects of market opening on market
volatility
Gallo, Giampiero M.
;
Pacini, Barbara
-
1998
Persistent link: https://www.econbiz.de/10000993737
Saved in:
7
Index-option pricing with stochastic
volatility
and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
8
Forecasting stock market
volatility
and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
9
The predictive power of implied
volatility
: evidence from 35 futures markets
Szakmary, Andrew
;
Örs, Evren
;
Kim, Jin Kyoung
; …
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2151-2175
Persistent link: https://www.econbiz.de/10001798814
Saved in:
10
A multiple indicators model for
volatility
using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
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