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111
The
volatility
edge in options trading : new technical strategies for investing in unstable markets
Augen, Jeff
-
2008
Persistent link: https://www.econbiz.de/10003479607
Saved in:
112
Does the option market produce superior forecasts of noise-corrected
volatility
measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
-
2007
Persistent link: https://www.econbiz.de/10003486448
Saved in:
113
Option pricing under stochastic
volatility
and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
114
Higher order Greeks
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 7-34
Persistent link: https://www.econbiz.de/10003447122
Saved in:
115
Extracting model-free
volatility
from option prices : an examination of the VIX index
Jiang, George J.
;
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 35-60
Persistent link: https://www.econbiz.de/10003447127
Saved in:
116
The term structure of implied forward
volatility
: recovery and informational content in the corn options market
Egelkraut, Thorsten Michael
;
García, Philip
;
Sherrick, …
- In:
American journal of agricultural economics
89
(
2007
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003448528
Saved in:
117
Does information drive trading in option strategies?
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
Saved in:
118
Trading performance of dynamic hedging models : time varying covariance and
volatility
transmission Effects
Chng, Michael T.
;
Gannon, Gerard L.
-
2009
Persistent link: https://www.econbiz.de/10003958883
Saved in:
119
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
120
Forecasting implied
volatility
surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
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