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Petroleum term structure dynamics and the role of regimes
Nomikos, Nikos K.; Pouliasis, Panos K. - In: The journal of futures markets 35 (2015) 2, pp. 163-185
Persistent link: https://www.econbiz.de/10011348456
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Multistep forecast of the implied volatility surface using deep learning
Medvedev, Nikita; Wang, Zhiguang - In: The journal of futures markets 42 (2022) 4, pp. 645-667
Persistent link: https://www.econbiz.de/10013187579
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A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido; Shiraya, Kenichiro - In: The journal of futures markets 44 (2024) 6, pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
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Estimation and forecasting of stock volatility with range-based estimators
Vipul, Joshy Jacob - In: The journal of futures markets 28 (2008) 6, pp. 561-581
Persistent link: https://www.econbiz.de/10003715011
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
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An examination of the complementary volume-volatility information theories
Chen, Zhiyao; Daigler, Robert T. - In: The journal of futures markets 28 (2008) 10, pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
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The economic value of volatility transmission between the stock and bond markets
Chuliá, Helena; Torró, Hipòlit - In: The journal of futures markets 28 (2008) 11, pp. 1066-1094
Persistent link: https://www.econbiz.de/10003769983
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Multifactor implied volatility functions for HJM models
Kuo, I.-doun; Paxson, Dean A. - In: The journal of futures markets 26 (2006) 8, pp. 809-833
Persistent link: https://www.econbiz.de/10003353665