Asymmetries of the intraday return-volatility relation
Year of publication: |
December 2016
|
---|---|
Authors: | Badshah, Ihsan Ullah ; Frijns, Bart ; Knif, Johan ; Tourani Rad, Alireza |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 48.2016, p. 182-192
|
Subject: | Asymmetric return-volatility relation | Implied volatility | Index options | Intraday | Quantile regression | VIX | Volatilität | Volatility | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Optionsgeschäft | Option trading | ARCH-Modell | ARCH model | Aktienindex | Stock index | Börsenkurs | Share price |
-
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A., (2016)
-
The seasonal anomalies in the investors' fear gauge index
Shaikh, Imlak, (2016)
-
Asymmetric volatility effects in risk management: an empirical analysis using a stock index futures
Benavides, Guillermo, (2020)
- More ...
-
Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices
Badshah, Ihsan Ullah, (2013)
-
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices
Badshah, Ihsan Ullah, (2013)
-
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices
Badshah, Ihsan Ullah, (2013)
- More ...