Narrow search
Showing 1 - 7 of 7
Cover Image
Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm
Dang, Jing; Brabazon, Anthony; O'Neill, Michael; … - In: Natural computing in computational finance ; [the …, (pp. 109-127). 2008
Persistent link: https://www.econbiz.de/10009515172
Cover Image
Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm
Fan, Kai; O'Sullivan, Conall; Brabazon, Anthony; … - In: Natural computing in computational finance ; [the …, (pp. 89-107). 2008
Persistent link: https://www.econbiz.de/10009515173
Cover Image
Tail risk hedging for mutual funds using equity market state prices
O'Neill, Michael J.; Liu, Zhangxin - In: Australian journal of management 41 (2016) 4, pp. 687-698
Persistent link: https://www.econbiz.de/10011583138
Cover Image
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.; O'Neill, Michael J.; Whaley, … - In: The journal of futures markets 37 (2017) 5, pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Cover Image
A state-price volatility index for China's stock market
O'Neill, Michael J.; Wang, Kent; Liu, Zhangxin - In: Accounting and finance : journal of the Accounting … 56 (2016) 3, pp. 607-626
Persistent link: https://www.econbiz.de/10011622198
Cover Image
State-preference pricing and volatility indices
Liu, Zhangxin; O'Neill, Michael J. - In: Accounting and finance : journal of the Accounting … 57 (2017) 3, pp. 815-836
Persistent link: https://www.econbiz.de/10011798961
Cover Image
Fund Volatility Index using equity market state prices
O'Neill, Michael J.; Liu, Zhangxin - In: Accounting and finance : journal of the Accounting … 57 (2017) 3, pp. 837-853
Persistent link: https://www.econbiz.de/10011798964