//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Forecasting Performance of Vol...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
15
Volatilität
15
India
14
Indien
14
Option pricing theory
9
Optionspreistheorie
9
Black-Scholes model
8
Black-Scholes-Modell
8
Crude oil
6
Index futures
6
Index-Futures
6
Option trading
6
Optionsgeschäft
6
Spillover effect
6
Spillover-Effekt
6
Welt
6
World
6
Erdöl
5
Estimation
5
Oil price
5
Petroleum
5
Schätzung
5
Ölpreis
5
ARCH model
4
ARCH-Modell
4
Black-Scholes
4
Commodity derivative
4
Connectedness
4
Derivat
4
Derivative
4
Exchange rate
4
Financial market
4
Finanzmarkt
4
Network
4
Rohstoffderivat
4
Spillover
4
Wechselkurs
4
Cointegration
3
Entwicklungsländer
3
Ghana
3
more ...
less ...
Online availability
All
Undetermined
15
Free
4
Type of publication
All
Article
31
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Hochschulschrift
1
Language
All
English
31
German
4
Undetermined
3
Author
All
Singh, Vipul Kumar
28
Ahmad, Naseem
12
Kumar, Pawan
10
Nishant, Shreyank
3
Purankar, Shriram Anil
3
Ahmed, Faisal
2
Bajaj, Vimmy
2
Becher, Ernst
2
Pachori, Pushkar
2
Rao, Sandeep
2
Ahmad, Nasīm
1
Irfan, Talha
1
Qazi, Usama Waleed
1
Sattar, Mariyam
1
Umer, Muhammad
1
more ...
less ...
Institution
All
Bundesstelle für Aussenhandelsinformation
1
Ifo-Institut für Wirtschaftsforschung
1
Ifo-Institut für Wirtschaftsforschung, München, Afrika - Studienstelle
1
Published in...
All
Energy economics
5
International journal of management practice : IJMP
3
The journal of asset management
3
Afrika-Studien
2
Journal of derivatives & hedge funds
2
Afrika-Studien Nr.1
1
China finance review international
1
Decision
1
Intereconomics : review of European economic policy
1
International journal of economics and finance
1
International journal of financial markets and derivatives
1
Journal of advances in management research : JAMR
1
Journal of commodity markets
1
Journal of emerging market finance
1
Journal of quantitative economics
1
Research in international business and finance
1
South Asian journal of management : SAJM
1
Studies in economics and finance
1
The Canadian journal of economics
1
The IUP journal of applied finance : IJAF
1
The economic bulletin of Ghana
1
The international journal of finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
USB Cologne (EcoSocSci)
4
Other ZBW resources
4
OLC EcoSci
3
RePEc
3
EconStor
1
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical analysis of GARCH and practitioner Black-Scholes model for pricing S&P CNX Nifty 50 index options
Singh, Vipul Kumar
;
Ahmad, Naseem
;
Pachori, Pushkar
- In:
Decision
38
(
2011
)
2
,
pp. 51-67
Persistent link: https://www.econbiz.de/10009716076
Saved in:
2
Forecasting performance of volatility models for pricing S&P CNX Nifty index options via Black-Scholes model
Singh, Vipul Kumar
;
Ahmad, Naseem
- In:
The IUP journal of applied finance : IJAF
17
(
2011
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10009270171
Saved in:
3
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
4
Jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Studies in economics and finance
32
(
2015
)
3
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011380924
Saved in:
5
Empirical performance of option pricing models : evidence from India
Singh, Vipul Kumar
- In:
International journal of economics and finance
5
(
2013
)
2
,
pp. 141-154
Persistent link: https://www.econbiz.de/10009705041
Saved in:
6
Inter-competence of jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
The international journal of finance
25
(
2013
)
3
,
pp. 7789-7820
Persistent link: https://www.econbiz.de/10010382270
Saved in:
7
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
8
Parity analysis of non-log normality of Black-Scholes and its inter-competence
Singh, Vipul Kumar
- In:
International journal of financial markets and derivatives
3
(
2014
)
4
,
pp. 358-391
Persistent link: https://www.econbiz.de/10010406900
Saved in:
9
Effectiveness of volatility models in option pricing : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Journal of advances in management research : JAMR
10
(
2013
)
3
,
pp. 352-375
Persistent link: https://www.econbiz.de/10010206639
Saved in:
10
Parliamentary elections create more "options" : evidences from world's largest democracy "India"
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 375-392
Persistent link: https://www.econbiz.de/10011634698
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->