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The Greek implied volatility i...
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Skiadopoulos, George
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ECONIS (ZBW)
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1
Investing in commodities : popular beliefs and misconceptions ; invited editorial
Skiadopoulos, George
- In:
The journal of asset management
13
(
2012
)
2
,
pp. 77-83
Persistent link: https://www.econbiz.de/10009550623
Saved in:
2
Advances in the commodity futures literature: a review
Skiadopoulos, George
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 85-96
Persistent link: https://www.econbiz.de/10009725346
Saved in:
3
The simulation of the implied distribution and other smile consistent stochastic volatility models: an overview
Skiadopoulos, George
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 189-212)
.
2002
Persistent link: https://www.econbiz.de/10001747046
Saved in:
4
Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
Saved in:
5
Can the dynamics of the term structure of petroleum futures be forecasted? : evidence from major markets
Chantziara, Thalia
;
Skiadopoulos, George
- In:
Energy economics
30
(
2008
)
3
,
pp. 962-985
Persistent link: https://www.econbiz.de/10003744778
Saved in:
6
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
7
Implied volatility trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
8
An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
Saved in:
9
Volatility options : hedging effectiveness, pricing, and model error
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
The journal of futures markets
26
(
2006
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003303866
Saved in:
10
The dynamics of implied volatility surfaces
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Decision making : recent developments and worldwide …
,
(pp. 197-211)
.
2010
Persistent link: https://www.econbiz.de/10009152462
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