Results 291 to 299 of about 9,634 (299)

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance, 2012
Lukas Menkhoff, Lucio Sarno, Maik Schmeling   +2 more
exaly  

Forward-Start Options in Stochastic Volatility Model

Wilmott, 2003
openaire   +1 more source

The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

Energy Economics, 2016
Aktham Maghyereh, Basel Awartani, Elie Bouri   +2 more
exaly  

Do ETFs Increase Volatility?

Journal of Finance, 2018
Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi   +2 more
exaly  

Volatility‐Managed Portfolios

Journal of Finance, 2017
Alan Moreira, Tyler Muir
exaly  

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

The Impact of Jumps in Volatility and Returns

Journal of Finance, 2003
Michael Johannes
exaly  

Lognormal Forward Market Model (LFM) Volatility Function Approximation

2010
In-Hwan Chung, Tim Dun, Erik Schlögl
openaire   +1 more source

Model-Free Pricing of Forward Starting Volatility Swaps

SSRN Electronic Journal, 2018
openaire   +1 more source