Results 141 to 150 of about 3,057 (166)

Implied Volatility

2022
openaire   +1 more source

Directional predictability of implied volatility: From crude oil to developed and emerging stock markets

Finance Research Letters, 2018
Elie Bouri, Donald Lien, David Roubaud   +2 more
exaly  

Uncertainty and the volatility forecasting power of option‐implied volatility

Journal of Futures Markets, 2020
Byounghyun Jeon, Sung Won Seo
exaly  

Implied volatility

2004
openaire   +2 more sources

Arbitrage-free smoothing of the implied volatility surface

Quantitative Finance, 2009
Matthias R Fengler
exaly  

Implied Variance (Implied Volatility)

2008
openaire   +1 more source

Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models

Energy Economics, 2009
Paolo Agnolucci
exaly  

Implied Variance (Implied Volatility)

2011
openaire   +1 more source

New evidence on the implied-realized volatility relation

European Journal of Finance, 2002
Bent Jesper Christensen
exaly  

THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE

Mathematical Finance, 2012
Masaaki Fukasawa
exaly