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Research in international business and finance
European journal of operational research : EJOR
748
Energy economics
729
Finance research letters
726
International journal of theoretical and applied finance
669
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629
NBER working paper series
600
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ECONIS (ZBW)
299
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299
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The asymmetric response of
volatility
to market changes and the
volatility
smile : evidence from Australian options
Tanha, Hassan
;
Dempsey, Michael
- In:
Research in international business and finance
34
(
2015
),
pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
Saved in:
7
Optimally sampled realized range-based
volatility
estimators
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
30
(
2014
),
pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
Saved in:
8
The impact of co-jumps in the oil sector
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012548562
Saved in:
9
Correlations among cryptocurrencies : evidence from multivariate factor stochastic
volatility
model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
Saved in:
10
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien
;
Ielpo, Florian
- In:
Research in international business and finance
39
(
2017
),
pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
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