Narrow search
Showing 1 - 10 of 410,732
Cover Image
The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - 2004
Persistent link: https://www.econbiz.de/10002120589
Cover Image
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - In: Journal of applied econometrics 24 (2009) 1, pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
Cover Image
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco; Colangelo, Dominik - 2009
Persistent link: https://www.econbiz.de/10003885898
Cover Image
Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2008
Persistent link: https://www.econbiz.de/10003903349
Cover Image
Intermediate volatility forecasts using implied forward volatility : the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 31 (2006) 3, pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Cover Image
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
Cover Image
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428523
Cover Image
Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2007
Persistent link: https://www.econbiz.de/10003597924
Cover Image
The Nelson-Siegel model of the term structure of option implied volatility and volatility components
Guo, Biao; Han, Qian; Zhao, Bin - In: The journal of futures markets 34 (2014) 8, pp. 788-806
Persistent link: https://www.econbiz.de/10010507936
Cover Image
Volatility forecasts : do volatility estimators and evaluation methods matter?
Jiang, I-Ming; Hung, Jui-Cheng; Wang, Chuan-San - In: The journal of futures markets 34 (2014) 11, pp. 1077-1094
Persistent link: https://www.econbiz.de/10010508678