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A GARCH model of the implied volatility of the Swiss market index from options prices
Linton, Oliver; Sabbatini, Michael - 2004
Persistent link: https://www.econbiz.de/10002815616
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Optionen auf den Swiss Market Index (SMI)
Dubacher, René - In: Finanzmarkt und Portfolio-Management 3 (1989) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10001218843
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A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael - In: International journal of forecasting 14 (1998) 2, pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
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Dynamik der Fristenstruktur der impliziten Volatilitäten
Kraus, Thomas - In: Swiss journal of economics and statistics 135 (1999) 2, pp. 127-143
Persistent link: https://www.econbiz.de/10001402404
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The discontinuation of the EUR/CHF minimum exchange rate in January 2015 : was it expected?
Funke, Michael; Loermann, Julius; Moessner, Richhild - 2017
Persistent link: https://www.econbiz.de/10011758406
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The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael; Loermann, Julius; Moessner, Richhild - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 3, pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
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Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua; Rangan, Nanda K. - In: Frontiers of business research in China : selected … 6 (2012) 4, pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
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The information content of option trading and liquidity risk
Feng, Shih-Ping - In: The international journal of business and finance … 15 (2021) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10012671330
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At least-squares approach for estimating the volatility implied by option premia : overcoming smiles and frowns
Kensinger, John W. - In: Research in finance 31 (2015), pp. 173-185
Persistent link: https://www.econbiz.de/10011347423