Similar Search Results

Surveillance of complex auction markets : a market policy analytics approach

Avci, Ezgi - 2018

Persistent link: https://www.econbiz.de/10011859813

Interpreting prediction market prices as probabilities

Wolfers, Justin; Zitzewitz, Eric - 2006

While most empirical analysis of prediction markets treats prices of binary options as predictions of the probability …

Persistent link: https://www.econbiz.de/10010267377

Extracting leading indicators of bank fragility from market prices : Estonia focus

Chen, Yu-Fu; Funke, Michael; Männasoo, Kadri - 2006

Banking reform has proved to be one of the most problematic elements of economic transition in central and Eastern Europe. Therefore the paper considers the development of the Estonian banking sector and derives individual banks´ fragility scores during transition. To this end we use...

Persistent link: https://www.econbiz.de/10010271924

Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions

Vincent-Humphreys, Rupert de; Noss, Joseph - 2012

Persistent link: https://www.econbiz.de/10009559811

Implied idiosyncratic volatility and stock return predictability

Mateus, Cesario; Konsilp, Worawuth - In: Journal of mathematical finance 4 (2014) 5, pp. 338-352

Persistent link: https://www.econbiz.de/10011312407

The option to stock volume ratio and future returns

Johnson, Travis L.; So, Eric - In: Journal of financial economics 106 (2012) 2, pp. 262-286

Persistent link: https://www.econbiz.de/10009666658

Option-implied term structures

Vogt, Erik - 2014

The illiquidity of long-maturity options has made it difficult to study the term structures of option spanning …

Persistent link: https://www.econbiz.de/10010459730

Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility

Rhee, Dong Woo; Byun, Suk Joon; Kim, Sol - In: Asia-Pacific journal of financial studies 41 (2012) 1, pp. 103-124

Persistent link: https://www.econbiz.de/10009514731

Information gains from using short-dated options for measuring and forecasting volatility

Todorov, Viktor; Zhang, Yang - In: Journal of applied econometrics 37 (2022) 2, pp. 368-391

Persistent link: https://www.econbiz.de/10013165240

Forecasting market index volatility using Ross-recovered distributions

Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Quantitative finance 22 (2022) 2, pp. 255-271

Persistent link: https://www.econbiz.de/10013167736