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Forecasting Performance of Vol...
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Volatility
11,060
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1,202
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Gupta, Rangan
215
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108
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94
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76
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69
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64
Zhang, Yaojie
64
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63
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63
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51
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50
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49
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47
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45
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44
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44
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44
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44
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42
Xuan Vinh Vo
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39
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39
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38
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36
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35
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34
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32
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Ryu, Doojin
32
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30
Carriero, Andrea
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28
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IGI Global
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Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
5
World Bank Group
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World Scientific Publishing Co. Pte. Ltd.
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3
Edward Elgar Publishing
3
Springer International Publishing
3
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2
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Energy Sector Management Assistance Program
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Gender Audits Forecasting Collaboration
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Gottfried Wilhelm Leibniz Universität Hannover
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Government of Uganda
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Springer-Verlag London Ltd.
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Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky / Hamburg University Press
1
Technische Universität Braunschweig
1
The Impact of the Covid-19 Pandemic on Macroeconomic Forecasting <Veranstaltung> <2020, Online>
1
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International journal of forecasting
828
Finance research letters
795
Energy economics
671
International review of financial analysis
422
Discussion paper / Centre for Economic Policy Research
401
Applied economics
368
The North American journal of economics and finance : a journal of financial economics studies
362
International review of economics & finance : IREF
350
Economic modelling
328
Journal of econometrics
304
Research in international business and finance
262
Journal of forecasting
261
Computational economics
251
Quantitative finance
244
European journal of operational research : EJOR
239
Applied economics letters
233
Journal of banking & finance
231
Economics letters
230
Technological forecasting & social change : an international journal
206
Journal of empirical finance
202
Pacific-Basin finance journal
189
Working paper / National Bureau of Economic Research, Inc.
187
Discussion papers / CEPR
169
Journal of international financial markets, institutions & money
166
Journal of financial economics
165
Journal of international money and finance
161
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
159
Management science : journal of the Institute for Operations Research and the Management Sciences
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
141
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
138
The journal of futures markets
131
Journal of economic dynamics & control
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
SpringerLink / Bücher
113
International journal of finance & economics : IJFE
104
The European journal of finance
104
International journal of production research
98
International journal of financial engineering
88
Review of quantitative finance and accounting
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ECONIS (ZBW)
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Other ZBW resources
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1
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1
An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky
;
Singh, Shakti
- In:
International Journal of Financial Markets and …
9
(
2023
)
3
,
pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
Saved in:
2
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
3
A novel method for arbitrage-free option surface construction
Orosi, Greg
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012226655
Saved in:
4
Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate
volatility
measures
Nandan, Tanuj
;
Agrawal, Puja
- In:
Margin: the journal of applied economic research
10
(
2016
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
Saved in:
5
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
Saved in:
6
Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare
;
Srikanth, Potharla
- In:
Global business review
17
(
2016
)
6
,
pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
Saved in:
7
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
8
The implied
volatility
smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
9
Modeling of implied
volatility
surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
10
Beware of extreme investor sentiments! : Indian evidence on the performance of neuro-specific options
volatility
trading strategies on the facets of COVID-19
Royit, Ansu
;
Jose, Babu
;
Varghese, James
- In:
Journal of emerging market finance
22
(
2023
)
3
,
pp. 326-350
Persistent link: https://www.econbiz.de/10014382363
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