Results 161 to 170 of about 117,062 (250)

Entropy of Volatility Changes: Novel Method for Assessment of Regularity in Volatility Time Series. [PDF]

Entropy (Basel)
Olbryś J.
europepmc   +1 more source

Hexagon-Net: Heterogeneous Cross-View Aligned Graph Attention Networks for Implied Volatility Surface Prediction

Kaiwei Liang, Ruirui Liu, Huichou Huang, Johannes Ruf, Peilin Zhao, Qingyao Wu   +5 more
openalex   +1 more source

The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium

, 2013
Louis H. Ederington, Wei Guan
openalex   +2 more sources

Financial markets value skillful forecasts of seasonal climate. [PDF]

Nat Commun
Lemoine D, Kapnick S.
europepmc   +1 more source

Environmental Gradients Linked to Human Impacts, Not Species Richness, Drive Regional Variation in Community Stability in Coral Reef Fishes. [PDF]

Ecol Lett
Tsai CH, Connolly SR.
europepmc   +1 more source

Risk formulation mechanism among top global energy companies under large shocks. [PDF]

PLoS One
Qi X, Zhao T.
europepmc   +1 more source

Callable U.S. Treasury Bonds: Optimal Calls, Anomalies, and Implied Volatilities

, 1998
Ehud I. Ronn, Robert R. Bliss
openalex   +1 more source

On the partial impact of uncertainties on the nexus between macroeconomic fundamentals in West Africa. [PDF]

Heliyon
Nkrumah-Boadu B, Tweneboah G, Frimpong S.   +2 more
europepmc   +1 more source

The Cost Model for Deriving Implied Volatility Surfaces

, 2010
Gilbert Eid
openalex   +1 more source

Cross-section without factors: a string model for expected returns. [PDF]

Quant Finance
Distaso W, Mele A, Vilkov G.
europepmc   +1 more source