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VIX option-implied volatility...
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80,019
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date (oldest first)
1
Firm-specific sentiment and individual option's implied
volatility
slope
Chen, Bei
;
Quan Gan
- In:
Review of behavioral finance : RBF
15
(
2023
)
5
,
pp. 672-693
Persistent link: https://www.econbiz.de/10014340891
Saved in:
2
Volatility-of-volatility
and tail risk hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
Saved in:
3
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
Saved in:
4
Does the
volatility
of
volatility
risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
5
Asymmetric
volatility
risk : evidence from option markets
Jackwerth, Jens Carsten
;
Vilkov, Grigory
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
4
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012035136
Saved in:
6
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
7
Implied
volatility
slopes and jumps in bitcoin options market
Chen, Tian
;
Deng, Jun
;
Nie, Jing
- In:
Operations research letters : a journal of INFORMS …
55
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015049725
Saved in:
8
The information content of the
volatility
index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
9
Joint pricing of VIX and SPX options with stochastic
volatility
and jump models
Kokholm, Thomas
;
Stisen, Martin
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10010513370
Saved in:
10
VIX and VIX futures pricing algorithms : cultivating understanding
Hancock, G. D.
- In:
Modern economy
3
(
2012
)
3
,
pp. 284-294
Persistent link: https://www.econbiz.de/10009705399
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