Narrow search
Showing 1 - 10 of 3,902
Cover Image
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo; Carrasco, José A.; Pincheira, Pablo - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Cover Image
Asymmetrische Schocks und die Zukunft der Europäischen Währungsunion
Funke, Michael; Neumann, Manfred J. M. - In: Schocks und Schockverarbeitung in der Europäischen …, (pp. 55-71). 1997
Persistent link: https://www.econbiz.de/10001322349
Cover Image
Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya - 2014
Persistent link: https://www.econbiz.de/10010516044
Cover Image
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Cover Image
Volatility forecasting using financial statement information
Sridharan, Suhas A. - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Cover Image
At least-squares approach for estimating the volatility implied by option premia : overcoming smiles and frowns
Kensinger, John W. - In: Research in finance 31 (2015), pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
Cover Image
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Cover Image
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan - In: Annals of financial economics 9 (2014) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Cover Image
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad; Breda, Vasile - 2016
Persistent link: https://www.econbiz.de/10013164574
Cover Image
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan - In: International journal of financial engineering 7 (2020) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10012603039