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Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126342
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Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M.; Pacini, Barbara - 1998
Persistent link: https://www.econbiz.de/10000993737
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
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Value-at-risk forecasting of Chinese stock index and index future under jumps, permanent component, and asymmetric information
Li, Shaoyu; Wei, Lijia; Huang, Zehua - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1072-1091
Persistent link: https://www.econbiz.de/10011563272
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The "surprise effect" of macro indicators on the options implied volatilities dynamics : a test on the United States-Germany relationship
Patanè, Michele; Tedesco, Mattia; Zedda, Stefano - In: Modern economy 8 (2017) 4, pp. 590-603
Persistent link: https://www.econbiz.de/10011694653
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Stock index hedging using a trend and volatility regime-switching model involving hedging cost
Su, Ender - In: International review of economics & finance : IREF 47 (2017), pp. 233-254
Persistent link: https://www.econbiz.de/10011740154
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Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4
Persistent link: https://www.econbiz.de/10001769681
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Expiration day effects of index futures and options : evidence from a market with a long settlement period
Alkebäck, Per; Hagelin, Niclas - In: Applied financial economics 14 (2004) 6, pp. 385-396
Persistent link: https://www.econbiz.de/10001971091