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Accuracy tests of American put valuation models for pharmaceutical equity options
Kim, Yong H.; Heo, Sangwoo; Cashel-Cordo, Peter; Jang, … - In: Journal of business & economics research 6 (2008) 2, pp. 41-52
Persistent link: https://www.econbiz.de/10003764115
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Option pricing under stochastic volatility and trading volume
Ono, Sadayuki (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428523
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Using volume to forecast stock market volatility around the time of the 1929 crash
Ewing, Bradley T.; Thompson, Mark A.; Yanochik, Mark A. - In: Applied financial economics 17 (2007) 13/15, pp. 1123-1128
Persistent link: https://www.econbiz.de/10003590546
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The role of trading volume in volatility forecasting
Le, Van; Zurbruegg, Ralf - In: Journal of international financial markets, … 20 (2010) 5, pp. 533-555
Persistent link: https://www.econbiz.de/10009247745
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Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off
Donaldson, Glen (contributor); Kamstra, Mark J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002571438
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Predicting bitcoin prices : ANN approach
Gopal, Naresh; Senthilkumar, K. S. - In: International journal of electronic finance : IJEF 10 (2020) 1/2, pp. 67-78
Persistent link: https://www.econbiz.de/10012509280
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Trading volume and investor disagreement around management forecast disclosures
Cho, Myojung; Kwon, Soo Young - In: Journal of accounting, auditing & finance 29 (2014) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10010253924
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The role of trading volume in forecasting market risk
Slim, Skander - In: Inventi impact: international trade (2016) 3, pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
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Copula-based vMEM specifications versus alternatives : the case of trading activity
Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - In: Econometrics : open access journal 5 (2017) 2, pp. 1-24
simultaneously estimated. Results with realized volatility, volumes and number of trades of the JNJ stock show that significantly … superior realized volatility forecasts are delivered with a fully interdependent vMEM relative to a single equation …
Persistent link: https://www.econbiz.de/10011654447
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Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min; Choo, Wei Chong; Lee, Chi-Chuan; Lee, Chien-chiang - In: Journal of forecasting 42 (2023) 1, pp. 76-100
Persistent link: https://www.econbiz.de/10013465763