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The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang; Hao, Wenyan - In: Journal of international financial markets, … 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
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Volatility model applications in China's SSE50 options market
Chi, Yeguang; Hao, Wenyan; Zhang, Yifei - In: The journal of futures markets 42 (2022) 9, pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
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Volatility concepts and risk management tools
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011547074
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Dynamic linkages between implied volatility indices of developed and emerging financial markets : an econometric approach
Gupta, Divya; Kamilla, Usha - In: Global business review 16 (2015) 5, pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
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Analysis of market volatility via a dynamically purified option price process
Luong, Chuong; Dokučaev, Nikolaj G. - In: Annals of financial economics 9 (2014) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10010391659
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New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based
Zhang, Weiwei; Sun, Tiezhu; Ma, Yechi; Wang, Zilong - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
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Forecasting volatility and market returns using the CBOE Volatility Index and its options
Stanley, Spencer T.; Trainor, William J. - In: The journal of investment strategies 10 (2021) 3, pp. 65-77
Persistent link: https://www.econbiz.de/10013270053
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Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T.; Sriram, R.; Mukherjee, Prathana - In: International journal of public sector performance … 8 (2021) 1/2, pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
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Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho - In: Global business and finance review 21 (2016) 2, pp. 86-99
Persistent link: https://www.econbiz.de/10011607982