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Forecasting Performance of Vol...
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Volatilität
India
15
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15
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Nifty index options
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Rohstoffderivat
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Singh, Vipul Kumar
15
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Nishant, Shreyank
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Energy economics
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International journal of management practice : IJMP
2
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Decision
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Journal of emerging market finance
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Studies in economics and finance
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ECONIS (ZBW)
15
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1
Empirical analysis of GARCH and practitioner Black-Scholes model for pricing S&P CNX Nifty 50 index options
Singh, Vipul Kumar
;
Ahmad, Naseem
;
Pachori, Pushkar
- In:
Decision
38
(
2011
)
2
,
pp. 51-67
Persistent link: https://www.econbiz.de/10009716076
Saved in:
2
Forecasting performance of volatility models for pricing S&P CNX Nifty index options via Black-Scholes model
Singh, Vipul Kumar
;
Ahmad, Naseem
- In:
The IUP journal of applied finance : IJAF
17
(
2011
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10009270171
Saved in:
3
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
4
Jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Studies in economics and finance
32
(
2015
)
3
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011380924
Saved in:
5
Inter-competence of jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
The international journal of finance
25
(
2013
)
3
,
pp. 7789-7820
Persistent link: https://www.econbiz.de/10010382270
Saved in:
6
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
7
Effectiveness of volatility models in option pricing : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Journal of advances in management research : JAMR
10
(
2013
)
3
,
pp. 352-375
Persistent link: https://www.econbiz.de/10010206639
Saved in:
8
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
9
Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge
Singh, Vipul Kumar
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 493-507
Persistent link: https://www.econbiz.de/10012155317
Saved in:
10
Dynamic volatility spillover connectedness of sectoral indices of commodity and equity : evidence from India
Purankar, Shriram Anil
;
Singh, Vipul Kumar
- In:
International journal of management practice : IJMP
13
(
2020
)
2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10012177949
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