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Predicting stock market volatility : a new measure
Fleming, Jeff - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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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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The forecasting accuracy of implied volatility from ECX carbon options
Viteva, Svetlana; Veld- Merkoulova, Yulia; Campbell, Kevin - In: Energy economics 45 (2014), pp. 475-484
Persistent link: https://www.econbiz.de/10010506560
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Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo; Wang, Tianyi; Hansen, Peter Reinhard - In: The journal of futures markets 37 (2017) 4, pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
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Risk-neutral moments in the crude oil market
Ruan, Xinfeng; Zhang, Jin E. - In: Energy economics 72 (2018), pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
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Oil price dynamics (2002 - 2006)
Askari, Hossein; Krichene, Noureddine - In: Energy economics 30 (2008) 5, pp. 2134-2153
Persistent link: https://www.econbiz.de/10003773637
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Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong; Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 30 (2010) 12, pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
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Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano; Preś, Juliusz; Torro, Hipolit - In: Energy economics 34 (2012) 5, pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
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Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng; Shi, Yanlong; Ying, Tingting - In: The journal of futures markets 44 (2024) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10014475424