Results 241 to 250 of about 117,062 (250)

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  

Implied volatility and volatility smiles

2018
openaire   +1 more source

The Impact of Jumps in Volatility and Returns

Journal of Finance, 2003
Michael Johannes
exaly  

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

openaire   +1 more source

The Implied Volatility Surface

2006
openaire   +1 more source

Forward Implied Volatilities

2015
openaire   +1 more source

Implied Volatility Trees

2006
openaire   +1 more source

Implied and historical volatility

2007
openaire   +1 more source

Predicting Implied Volatility with Historical Volatility

Xinjie Wang, Ge Wu, Suyang Zhao
openaire   +1 more source

Stochastic Implied Volatility

2004
openaire   +1 more source