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Volatility
360
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Option pricing theory
261
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Zhang, Jin E.
10
Daigler, Robert T.
9
Frino, Alex
9
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8
Hung, Mao-Wei
8
Kang, Jangkoo
8
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7
Câmara, António
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6
Luo, Xingguo
6
Ryu, Doojin
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5
Chou, Robin K.
5
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4
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4
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4
Kurov, Alexander
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Ramchander, Sanjay
4
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4
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4
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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The journal of futures markets
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Finance research letters
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1,233
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ECONIS (ZBW)
726
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1
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
Saved in:
2
Estimation and hedging effectiveness of time-varying hedge ratio : nonparametric approaches
Fan, Rui
;
Li, Haiqi
;
Park, Sung Y.
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 968-991
Persistent link: https://www.econbiz.de/10011568846
Saved in:
3
Early exercise, implied
volatility
spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
4
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
5
Harvesting the
volatility
smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
6
The information content of model-free implied
volatility
Cheng, Xin
;
Fung, Joseph K. W.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 792-806
Persistent link: https://www.econbiz.de/10009554749
Saved in:
7
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
8
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
Saved in:
9
Option pricing with overnight and intraday
volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
10
The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
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