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Three-point volatility smile classification : evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.; Rybczyński, Jarosław - In: Investigaciones europeas de Dirección y Economía de … 21 (2015) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10011592500
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A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik; Haugom, Erik; Molnár, Peter; … - In: Energy economics 48 (2015), pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
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The 2019 government shutdown increased uncertainty in major agricultural commodity markets
Goyal, Raghav; Adjemian, Michael K. - In: Food policy : economics planning and politics of food … 102 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012817189
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Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
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What determines volatility smile in China?
Li, Pengshi; Xian, Aichuan; Lin, Yan - In: Economic modelling 96 (2021), pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
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Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul; Zhao, Yanhui - In: Journal of banking & finance 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
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An option theoretic approach to market efficiency
Bhattacharya, Rajeev R. - In: Annals of financial economics 14 (2019) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10012226607
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Was the missing 2013 WASDE missed?
Adjemian, Michael K.; Johansson, Robert C.; McKenzie, … - In: Applied economic perspectives and policy 40 (2018) 4, pp. 653-671
Persistent link: https://www.econbiz.de/10012258296
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Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar - In: The journal of asset management 17 (2016) 6, pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
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Is Petrobras options market efficient? : a study using the delta-gamma neutral strategy
Araújo, Gustavo Silva; Ribeiro, Ricardo Alves Carmo - In: Latin American business review : journal of the … 17 (2016) 4, pp. 315-331
Persistent link: https://www.econbiz.de/10011649370