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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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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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Can happiness predict future volatility in stock markets?
Naeem, Muhammad Abubakr; Farid, Saqib; Faruk, Balli; … - In: Research in international business and finance 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
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Asymmetric multifractal features of the price-volume correlation in China’s gold futures market based on MF-ADCCA
Guo, Yaoqi; Yu, Zhuling; Yu, Chenxi; Cheng, Hui; Chen, … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013287728
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Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
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The day-of-the-week effect on Bitcoin return and volatility
Ma, Donglian; Tanizaki, Hisashi - In: Research in international business and finance 49 (2019), pp. 127-136
Persistent link: https://www.econbiz.de/10012136001
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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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Conference calls around merger and acquisition announcements : do they reduce information asymmetry? ; UK evidence
Siougle, Georgia; Spyrou, Spyros I.; Tsekrekos, Andrianos E. - In: Research in international business and finance 30 (2014), pp. 148-172
Persistent link: https://www.econbiz.de/10010390273
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Using GMM to flatten the option volatility smile
Arnold, Tom - In: Research in international business and finance 20 (2006) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003374200