WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market. [PDF]
PLoS OneQin P, Bai M.
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An Intraweek Seasonality in the Implied Volatilities of Individual and Index Options
, 1991 Joel N. Morse
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Implied volatility of foreign exchange options: A leading indicator for currency crisis identification [PDF]
, 2012 Muteba Mwamba John, Majadibodu Themba
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A Class of Term Structures for SVI Implied Volatility
, 2010 Sébastien Gurrieri
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Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. [PDF]
J Econ Asymmetries, 2023 Papadamou S +3 more
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Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX. [PDF]
Heliyon, 2023 Sheikh SP +5 more
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Stock Returns and Implied Volatility: A New VAR Approach [PDF]
, 2013 Bong Soo Lee, Doojin Ryu
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COVID-19, Lockdowns and Herding Towards a Cryptocurrency Market-Specific Implied Volatility Index
, 2020 Rubbaniy G, Polyzos S, Rizvi SKA.
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Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface [PDF]
Kentaro Hoshisashi +2 more
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