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Search: subject:"Model-free implied volatility"
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Volatility
19
Volatilität
19
Option pricing theory
15
Optionspreistheorie
15
Forecasting model
13
Prognoseverfahren
13
model-free implied volatility
12
Model-free implied volatility
11
Option trading
9
Optionsgeschäft
9
Index futures
8
Index-Futures
8
corridor implied volatility
6
Black-Scholes implied volatility
5
Corridor implied volatility
5
Estimation
5
Model-Free Implied Volatility
5
Risikoprämie
5
Risk premium
5
Schätzung
5
volatility forecasting
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Share price
4
Aktienindex
3
CDM
3
CER
3
CO2 market
3
Capital income
3
Corridor Implied Volatility
3
EU ETS
3
EUA
3
Energy volatilities
3
Exchange rate
3
Forecasting
3
India
3
Indien
3
Kapitaleinkommen
3
Realized volatility
3
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Free
13
Undetermined
13
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Article
21
Book / Working Paper
12
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Article in journal
16
Aufsatz in Zeitschrift
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3
Graue Literatur
3
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3
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English
24
Undetermined
9
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Muzzioli, Silvia
9
Chevallier, Julien
3
Andersen, Torben G.
2
Bondarenko, Oleg
2
Chakrabarti, Prasenjit
2
Liu, Xiaoxi
2
Xie, Jinming
2
Alentorn, Amadeo
1
Bhat, Aparna Prasad
1
Bollerslev, Tim
1
Byun, Suk Joon
1
Capriotti, Alessio
1
Chang, Ki Cheon
1
Choi, Seung-mook S.
1
Elyasiani, Elyas
1
FUKASAWA, M.
1
Fukasawa, Masaaki
1
Gambarelli, Luca
1
Garg, Sonia
1
Gibson, Michael
1
Gonzalez-Perez, Maria T.
1
Guan, Zhengfei
1
Han, Joong H.
1
ISHIDA, I.
1
Ishida, I.
1
Kang, Byung Jin
1
Kotha, Kiran Kumar
1
Lu, Shan
1
Lukose P. J., Jijo
1
MAGHREBI, N.
1
Maghrebi, N.
1
Markose, Sheri M.
1
Martin, Gael M.
1
Muzzioli, S.
1
Myers, Robert J.
1
OYA, K.
1
Oya, Kosuke
1
Ramachandran, Shankar
1
Reidy, Andrew
1
Sankar, Ganesh
1
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School of Economics and Management, University of Aarhus
4
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
3
Department of Econometrics and Business Statistics, Monash Business School
1
Université Paris-Dauphine (Paris IX)
1
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CREATES Research Papers
4
The journal of futures markets
2
Applied economics letters
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
1
Computational Economics
1
DEMB working paper series
1
Department of Economics (DEMB)
1
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Discussion paper series / University of Essex, Department of Economics
1
Economic Modelling
1
Economic modelling
1
Economics Papers from University Paris Dauphine
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of Indian business research
1
Journal of economics & business
1
Journal of empirical finance
1
Monash Econometrics and Business Statistics Working Papers
1
Multinational finance journal
1
Quantitative finance and economics
1
Quarterly Journal of Finance (QJF)
1
Review of derivatives research
1
Review of economics & finance
1
The European Journal of Finance
1
The quarterly journal of finance
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Working papers / Bank for International Settlements
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ECONIS (ZBW)
19
RePEc
14
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1
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10
of
33
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1
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
2
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
3
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
4
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
5
Construction of a volatility index from exchange-traded dollar-rupee options
Bhat, Aparna Prasad
- In:
Journal of Indian business research
14
(
2022
)
4
,
pp. 403-425
Persistent link: https://www.econbiz.de/10013537567
Saved in:
6
Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
7
Options order flow, volatility demand and variance risk premium
Chakrabarti, Prasenjit
;
Kotha, Kiran Kumar
- In:
Multinational finance journal
21
(
2017
)
2
,
pp. 49-90
Persistent link: https://www.econbiz.de/10012547479
Saved in:
8
The information content of corridor volatility measures during calm and turmoil periods
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 454-473
Persistent link: https://www.econbiz.de/10012137889
Saved in:
9
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
10
Model-free
implied
volatility
under jump-diffusion models
Choi, Seung-mook S.
;
Yang, Hongtao
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012030898
Saved in:
1
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