Narrow search
Showing 1 - 10 of 4,844
Cover Image
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Cover Image
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina - In: Applied economics 50 (2018) 23, pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Cover Image
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Cover Image
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Cover Image
Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T.; Sriram, R.; Mukherjee, Prathana - In: International journal of public sector performance … 8 (2021) 1/2, pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Cover Image
Intraday Index Predictability and Options Trading Profitability
Lim, Kian Guan - 2015
In this paper we study the intraday dynamics of E-mini S&P 500 index futures and the option trading strategies employing the weekly E-mini S&P 500 index futures options. We make a number of contributions to the literature in the area of intra-day equity index futures return predictability and...
Persistent link: https://www.econbiz.de/10013029197
Cover Image
Implied correlation indices and volatility forecasting
Fink, Holger Maria; Geppert, Sabrina - In: Applied economics letters 24 (2017) 7/9, pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Cover Image
The relative pricing of European dividend futures and their predictive abilities for index returns
Stotz, Olaf - In: The European journal of finance 22 (2016) 13/15, pp. 1484-1506
Persistent link: https://www.econbiz.de/10011715480
Cover Image
The information content of financial derivatives : empirical evidence
Wipplinger, Evert - 2013
Persistent link: https://www.econbiz.de/10010190940
Cover Image
Predicting movement of stock of "Y" using Sutte Indicator
Ahmar, Ansari Saleh; Rahman, Abdul; Arifin, Andi Nurani … - In: Cogent economics & finance 5 (2017) 1, pp. 1-7
The aim of this study is to apply technical analysis Sutte Indicator at stock market that will assist in the decision-making process in investment to buy or sell stocks. This study took data from Stock of “Y” which listed in the NasdaqGS from the period 18 May 2012 to 30 August 2016. The...
Persistent link: https://www.econbiz.de/10011882533