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The bias in time series volatility forecasts
Ederington, Louis H.; Guan, Wei - In: The journal of futures markets 30 (2010) 4, pp. 305-323
Persistent link: https://www.econbiz.de/10003962585
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Option pricing with overnight and intraday volatility
Liang, Fang; Du, Lingshan; Huang, Zhuo - In: The journal of futures markets 43 (2023) 11, pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
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Volatility model applications in China's SSE50 options market
Chi, Yeguang; Hao, Wenyan; Zhang, Yifei - In: The journal of futures markets 42 (2022) 9, pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
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Option pricing with maximum entropy densities : the inclusion of higher-order moments
Ardakani, Omid M. - In: The journal of futures markets 42 (2022) 10, pp. 1821-1836
Persistent link: https://www.econbiz.de/10013465823
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Approximate pricing of American exchange options with jumps
Lian, Guanghua; Elliott, Robert J.; Kalev, Petko S.; … - In: The journal of futures markets 42 (2022) 6, pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
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Overnight volatility, realized volatility, and option pricing
Wang, Tianyi; Cheng, Sicong; Yin, Fangsheng; Yu, Mei - In: The journal of futures markets 42 (2022) 7, pp. 1264-1283
Persistent link: https://www.econbiz.de/10013287956
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Option pricing with state-dependent pricing kernel
Tong, Chen; Hansen, Peter Reinhard; Huang, Zhuo - In: The journal of futures markets 42 (2022) 8, pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
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Index arbitrage as cross-sectional market making
Holden, Craig W. - In: The journal of futures markets 15 (1995) 4, pp. 423-455
Persistent link: https://www.econbiz.de/10001185356
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Forecasting volatility in the presence of limits to arbitrage
Hong, Lu; Nohel, Tom; Todd, Steven - In: The journal of futures markets 35 (2015) 11, pp. 987-1002
Persistent link: https://www.econbiz.de/10011546208
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The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald; Li, Yang - In: The journal of futures markets 30 (2010) 7, pp. 607-632
Persistent link: https://www.econbiz.de/10003985029