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1
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
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2
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
Saved in:
3
The seasonal anomalies in the investors' fear gauge index
Shaikh, Imlak
- In:
Research bulletin / The Institute of Cost Accountants …
42
(
2016
)
1
,
pp. 247-254
Persistent link: https://www.econbiz.de/10011622307
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4
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
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5
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
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6
Macroeconomic information and the implied volatility : evidence from India VIX
Srinivasan, Palamalai
- In:
Theoretical economics letters
7
(
2017
)
3
,
pp. 490-501
Persistent link: https://www.econbiz.de/10011674298
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7
Price discovery and information transmission across stock index futures : evidence from VN 30 Index Futures on Vietnam's stock market
Nguyễn Thị Nhung
;
Trần Thị Vân Anh
;
Nguyễn …
- In:
Investment management and financial innovations
16
(
2019
)
4
,
pp. 262-276
Persistent link: https://www.econbiz.de/10012177690
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8
The effects of randomizing the opening time on the performance of a stock market under stress
Hauser, Shmuel
;
Kamara, Avraham
;
Shurki, Itzik
- In:
Journal of financial markets
15
(
2012
)
4
,
pp. 392-415
Persistent link: https://www.econbiz.de/10009655269
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9
Predicting stock market crises using stock index derivatives : evidence from China
Ma, Xiaohan
;
Lin, Hui
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
3
,
pp. 576-597
Persistent link: https://www.econbiz.de/10014513872
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10
The effects of options listing and delisting in a short-sale-constrained market : evidence from the Indian equities markets
Banerjee, Pradip
;
Chatrath, Arjun
;
Christie-David, Rohan
; …
- In:
Global finance journal
35
(
2018
),
pp. 157-169
Persistent link: https://www.econbiz.de/10012124810
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