Results 161 to 166 of about 3,057 (166)

News implied volatility and disaster concerns

Journal of Financial Economics, 2017
Asaf Manela, Alan Moreira
exaly  

Implied Volatility

2016
openaire   +1 more source

Implied volatility and volatility smiles

2018
openaire   +1 more source

Jump risk, stock returns, and slope of implied volatility smile

Journal of Financial Economics, 2011
exaly  

Implied Volatility

openaire   +1 more source

Implied Volatility Drift and Volatility Constraints in Certain Models for the Dynamics of Implied Volatilities

openaire   +1 more source