With the innovation of derivatives, the Standard and Poor's (S&P) 500 index -- as an underlying asset of the volatility …. Since the financial crisis of 2008, the degree of market volatility has increased substantially. In addition, a random …

By extending and reviewing determinants of the implied volatility in the context of high frequency (HF) trade …

implied volatility and moneyness referred to as volatility smile and (2) the potential determinants of the smile asymmetry. We … 2004 and 2005. We find that the volatility functions exhibit a positive slope in the Indian context using alternative … investors' behaviour and market microstructure between mature and emerging markets. We also show that historical volatility and …