Narrow search
Showing 11 - 20 of 668,346
Cover Image
Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
Cover Image
Volatility as an asset class : European evidence
Hafner, Reinhold; Wallmeier, Martin - In: The European journal of finance 13 (2007) 7/8, pp. 621-644
Persistent link: https://www.econbiz.de/10003609936
Cover Image
Implied volatility and future portfolio returns
Banerjee, Prithviraj S.; Doran, James S.; Peterson, David R. - In: Journal of banking & finance 31 (2007) 10, pp. 3183-3199
Persistent link: https://www.econbiz.de/10003574850
Cover Image
Is the VIX futures market able to predict the VIX index? : a test of the expectation hypothesis
Nossman, Marcus; Wilhelmsson, Anders - In: The journal of alternative investments 12 (2009/10) 2, pp. 54-67
Persistent link: https://www.econbiz.de/10003961078
Cover Image
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho - In: Journal of empirical finance 18 (2011) 5, pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Cover Image
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung; Lee, Jaewook - In: Journal of empirical finance 21 (2013), pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Cover Image
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, … - In: Journal of banking & finance 59 (2015), pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
Cover Image
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea; Lo Cascio, Iolanda; Muzzioli, Silvia - In: Journal of empirical finance 34 (2015), pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Cover Image
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng; Myers, Robert J.; Guan, Zhengfei; Wang, Zhiguang - In: Journal of empirical finance 34 (2015), pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Cover Image
Jump and volatility risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - 2004
Persistent link: https://www.econbiz.de/10002485074