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Chicago board options exchange volatility index CBOE
Mencía, Javier; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914404
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10003945578
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Essays on implied volatility in the equity and currency markets
Rasiel, Emma - 2003
Persistent link: https://www.econbiz.de/10003569965
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Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.; Park, Hun Y. - 1994
Persistent link: https://www.econbiz.de/10000952926
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Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael - 2005
Persistent link: https://www.econbiz.de/10003380192
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Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724148
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Tests of option market efficiency : a high frequency data and common volatility component approach
Poon, Ser-Huang; Pope, Peter F. - 1999
Persistent link: https://www.econbiz.de/10001473012
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Implied volatility functions : a reprise
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447936
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2019
Persistent link: https://www.econbiz.de/10012124936