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A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol; Park, Sang Beom - In: International journal of economics and finance 6 (2014) 12, pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
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Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu; Lee, Cheng F. - In: Portfolio construction, measurement, and efficiency : …, (pp. 355-387). 2017
Persistent link: https://www.econbiz.de/10011603288
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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
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Forecasting the density of oil futures returns using model-free implied volatility and high-frequency data
Ielpo, Florian; Sévi, Benoît - 2014
Persistent link: https://www.econbiz.de/10010432122
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New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based
Zhang, Weiwei; Sun, Tiezhu; Ma, Yechi; Wang, Zilong - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
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Looking into the relationship between implied and realized volatility : a study on S&P CNX Nifty index option
Mishra, Alok Kumar; Panda, Siba Prasad - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 67-96
Persistent link: https://www.econbiz.de/10011441282
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Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng; Myers, Robert J.; Guan, Zhengfei; Wang, Zhiguang - In: Journal of empirical finance 34 (2015), pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
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Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro; Guidolin, Massimo - In: Journal of banking & finance 46 (2014), pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
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Dynamic linkages between implied volatility indices of developed and emerging financial markets : an econometric approach
Gupta, Divya; Kamilla, Usha - In: Global business review 16 (2015) 5, pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
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Forecasting volatility and market returns using the CBOE Volatility Index and its options
Stanley, Spencer T.; Trainor, William J. - In: The journal of investment strategies 10 (2021) 3, pp. 65-77
Persistent link: https://www.econbiz.de/10013270053