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212
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206
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205
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203
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187
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179
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170
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155
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151
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148
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144
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143
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143
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141
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141
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140
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138
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137
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134
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134
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133
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132
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131
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131
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ECONIS (ZBW)
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1
Chicago board options exchange
volatility
index CBOE
Mencía, Javier
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914404
Saved in:
2
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
Saved in:
3
Essays on implied
volatility
in the equity and currency markets
Rasiel, Emma
-
2003
Persistent link: https://www.econbiz.de/10003569965
Saved in:
4
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
Saved in:
5
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
6
Leverage and feedback effects on multifactor wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
7
Excess
volatility
: beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
8
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
Saved in:
9
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447936
Saved in:
10
Hedging macroeconomic and financial uncertainty and
volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
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