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Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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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
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A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan; Vrins, Frédéric - In: Applied economics 50 (2018) 10, pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha; Matkovskyy, Roman; Aziz, Saqib - In: Applied economics 53 (2021) 17, pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
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The implied volatility smirk in SPY options
Guo, Wei; Gehricke, Sebastian A.; Ruan, Xinfeng; Zhang, … - In: Applied economics 53 (2021) 23, pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
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The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas; Muzzioli, Silvia - In: Applied economics 54 (2022) 22, pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
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The new Keynesian Phillips curve : endogeneity and misspecification
Malikane, Christopher; Mokoka, Tshepo - In: Applied economics 46 (2014) 25/27, pp. 3082-3089
Persistent link: https://www.econbiz.de/10010418124
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Model selection and misspecification in discrete choice welfare analysis
Huang, Ju-chin; Zhao, Min Qiang - In: Applied economics 47 (2015) 37/39, pp. 4153-4167
Persistent link: https://www.econbiz.de/10011294636
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Geographically weight seemingly unrelated regression (GWSUR) : a method for exploring spatio-temporal heterogeneity
Wei, Chuanhua; Liu, Chao; Gui, Fengyun - In: Applied economics 49 (2017) 42, pp. 4189-4195
Persistent link: https://www.econbiz.de/10011820068