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Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
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Implied volatility surface construction for commodity futures options traded in China
Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
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Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? : a comparative analysis with the S&P 500
Chen, Yan; Zhang, Lei; Bouri, Elie - In: Research in international business and finance 69 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015052810
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Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility
Almeida, Thiago Ramos - In: Research in international business and finance 70 (2024) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
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A generalization of reset options pricing formulae with stochastic interest rates
Li, Shu Jin; Li, Sheng Hong; Sun, Chao - In: Research in international business and finance 21 (2007) 2, pp. 119-133
Persistent link: https://www.econbiz.de/10003477595
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A stochastic analysis of hedge funds' higher moments
Karagiorgis, Ariston; Drakos, Kōnstantinos - In: Research in international business and finance 66 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014460252
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A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus - In: Research in international business and finance 66 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
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Stability of cross-market bivariate return distributions during financial turbulence
Mudakkar, Syeda Rabab; Uppal, Jamshed Y. - In: Research in international business and finance 45 (2018), pp. 389-401
Persistent link: https://www.econbiz.de/10011983293
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Tail risk and the return-volatility relation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 46 (2018), pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah; Senthilkumar, Arunachalam; Lucey, … - In: Research in international business and finance 70 (2024) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10015053386