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Forecasting volatility
Ederington, Louis H.; Guan, Wei - In: The journal of futures markets 25 (2005) 5, pp. 465-490
Persistent link: https://www.econbiz.de/10002811542
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - In: The journal of futures markets 35 (2015) 8, pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
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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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Forecasting performance of extreme-value volatility estimators
Vipul; Jacob, Joshy - In: The journal of futures markets 27 (2007) 11, pp. 1085-1105
Persistent link: https://www.econbiz.de/10003627061
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Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng - In: The journal of futures markets 42 (2022) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
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Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
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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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Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam; Das, Debojyoti - In: The journal of futures markets 42 (2022) 12, pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
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Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos; Rompolis, Leonidas S. - In: The journal of futures markets 42 (2022) 4, pp. 668-691
Persistent link: https://www.econbiz.de/10013187580