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Predicting volatility of stock indexes for option pricing on a small security market

Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990

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Inferring changing macroeconomic expectations from current financial indicators

Ratcliff, Ryan David - 2005

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Essays in financial economics

Lu, Yinqiu - 2005

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The forecasting performance of stock options prices in a thin market

Gemmill, Gordon; Dickins, Paul - 1984

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Forecast based pricing of weather derivatives

Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012

Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...

Persistent link: https://www.econbiz.de/10009511156

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

Why do options prices predict stock returns? : evidence from analyst tipping

Lin, Tse-Chun; Lu, Xiaolong - In: Journal of banking & finance 52 (2015), pp. 17-28

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Can derivative information predict stock price jumps?

Kwark, Noe-Keol; Kang, Hyoung Goo; Jun, Sang-Gyung - In: The journal of applied business research 31 (2015) 3, pp. 845-860

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Cross-section stock return and implied covariance between jump and diffusive volatility

Ze-To, Samuel Yau Man - In: Journal of forecasting 34 (2015) 5, pp. 379-390

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Exploring forecast error and the informational content of implied volatility in the Taiwan market

Lee, Yen-Hsien; Lin, Chi-tai; Chiang, Shu-mei - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 590-609

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