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Search: subject:"vix"
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Estimation
VIX
493
Volatility
480
Volatilität
473
Börsenkurs
224
Share price
222
Capital income
147
Kapitaleinkommen
147
Schätzung
130
Option pricing theory
108
Optionspreistheorie
108
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103
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102
Aktienindex
93
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91
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91
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90
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90
Prognoseverfahren
90
Optionsgeschäft
82
Option trading
81
VIX futures
77
Welt
75
World
74
Risikoprämie
68
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67
Risk
66
Derivat
63
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63
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62
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62
Portfolio-Management
60
Risiko
58
Portfolio selection
57
Stochastic process
55
Stochastischer Prozess
55
USA
49
Implied volatility
46
United States
45
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130
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Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Plastun, Alex
4
Bouri, Elie
3
Lau, Chi Keung
3
Roubaud, David
3
Smales, Lee A.
3
Wu, Xinyu
3
Allen, David E.
2
Andersen, Torben
2
Bardgett, Chris
2
Bilgin, Mehmet Huseyin
2
Bondarenko, Oleg
2
Christiansen, Charlotte
2
Clements, Adam
2
David, Or
2
Dutta, Anupam
2
Gourier, Elise
2
Gozgor, Giray
2
Jeribi, Ahmed
2
Johnson, Travis L.
2
Kanniainen, Juho
2
Leippold, Markus
2
Lin, Binghuan
2
Lucey, Brian M.
2
McAleer, Michael
2
Orłowski, Lucjan T.
2
Powell, Robert
2
Qadan, Mahmoud
2
Sarwar, Ghulam
2
Shuval, Kerem
2
Singh, Abhay Kumar
2
Todorov, Viktor
2
Van Tassel, Peter
2
Wu, Po-Chin
2
Yang, Hanxue
2
Aboura, Sofiane
1
Adrangi, Bahram
1
Agyei, Samuel Kwaku
1
Aharon, David Yechiam
1
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Finance research letters
7
International review of financial analysis
7
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
4
Journal of banking & finance
4
Energy economics
3
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Research in international business and finance
3
Staff reports / Federal Reserve Bank of New York
3
Bulletin of economic research
2
Economics letters
2
International journal of economic perspectives : IJEP
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of financial economics
2
Quantitative finance
2
Risks : open access journal
2
The international journal of business and finance research : IJBFR
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers / Bank for International Settlements
2
Applied mathematical finance
1
Business analyst : a refereed journal of Shri Ram College of Commerce
1
CESifo working papers
1
CREATES research paper
1
Cogent economics & finance
1
Computational economics
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
1
Decision
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic systems
1
Economics and finance working paper series
1
Emerging markets review
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ECONIS (ZBW)
130
RePEc
1
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1
Empirical performance of component GARCH models in pricing
VIX
term structure and
VIX
futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Betting on mean reversion in the
VIX
? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Investor sentiment and the interdependence structure of GIIPS stock market returns : a multiscale approach
Agyei, Samuel Kwaku
;
Bossman, Ahmed
- In:
Quantitative finance and economics
7
(
2023
)
1
,
pp. 87-116
Persistent link: https://www.econbiz.de/10014279145
Saved in:
4
Does economic policy uncertainty explain exchange rate movements in the economic community of West African States (ECOWAS) : a panel ARDL approach
Korley, Maud
;
Giouvris, Evangelos
- In:
International Journal of Financial Studies : open …
11
(
2023
)
4
,
pp. 1-22
Research proposes that economic policy uncertainty (EPU) leads to exchange rate fluctuations. Given that African countries experience higher levels of uncertainty in developed/emerging markets, we examine the extent to which domestic and foreign EPU affect exchange rates for a panel of 12 ECOWAS...
Persistent link: https://www.econbiz.de/10014484230
Saved in:
5
Modeling S&P500 returns with GARCH models
Alfaro, Rodrigo
;
Inzunza, Alejandra
- In:
Latin American journal of central banking : LAJCB
4
(
2023
)
3
,
pp. 1-11
VIX
. Using a daily sample collected from 2007 to 2022, we can conclude that adding the
VIX
information improves the …
Persistent link: https://www.econbiz.de/10014382969
Saved in:
6
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
Saved in:
7
Determining financial uncertainty through the dynamics of Sukuk bonds and prices in emerging market indices
Sial, Muhammad Safdar
;
Cherian, Jacob
;
Meero, …
- In:
Risks : open access journal
10
(
2022
)
3
,
pp. 1-13
reflected by the global volatility index (
VIX
) on the Sukuk index returns, and even this impact is negative for (VXEEM). The …
Persistent link: https://www.econbiz.de/10013161520
Saved in:
8
Factor momentum, option-implied volatility scaling, and investor sentiment
Grobys, Klaus
;
Kolari, James W.
;
Rutanen, Jere
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 138-155
Persistent link: https://www.econbiz.de/10013171033
Saved in:
9
Empirical analysis of rough and classical stochastic volatility models to the SPX and
VIX
markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
10
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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