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Pricing Nikkei 225 options usi...
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1
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
2
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
3
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
4
Implied
volatility
forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
5
The intraday behaviors and relationships with its underlying assets : evidence on option market in Taiwan
Lee, Mingchih
;
Chen, Chun-Da
- In:
International review of financial analysis
14
(
2005
)
5
,
pp. 587-603
Persistent link: https://www.econbiz.de/10003228991
Saved in:
6
An empirical analysis of the Nikkei 225 put options using realized GARCH models
Takeuchi-Nogimori, Asuka
-
2012
Persistent link: https://www.econbiz.de/10009618595
Saved in:
7
Stock returns and
volatility
: international evidence
Paudyal, Krishna
;
Saldanha, Liesl
- In:
Advances in Pacific Basin financial markets
5
(
1999
),
pp. 229-258
Persistent link: https://www.econbiz.de/10001493553
Saved in:
8
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
9
On calendar energy options
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
4
(
2013
)
4
,
pp. 225-233
Persistent link: https://www.econbiz.de/10010475802
Saved in:
10
Volatility
uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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