Results 241 to 250 of about 3,336 (266)

The Quality of Market Volatility Forecasts Implied by S&P 100 Index Option Prices

Journal of Empirical Finance, 1998
Jeff Fleming
exaly  

The Forecasting Accuracy of Implied Volatility From ECX Carbon Options

Energy Economics, 2014
Kevin Campbell
exaly  

Implied Variance (Implied Volatility)

2008
openaire   +1 more source

Implied Variance (Implied Volatility)

2011
openaire   +1 more source

Directional Predictability of Implied Volatility: From Crude Oil to Developed and Emerging Stock Markets

Finance Research Letters, 2018
Da-Hsiang Donald Lien, Elie Bouri, Syed Jawad Hussain Shahzad   +2 more
exaly  

Option Hedging and Implied Volatilities in a Stochastic Volatility Model1

Mathematical Finance, 1996
Eric Renault
exaly  

Uncertainty and the Volatility Forecasting Power of Option-Implied Volatility

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

Implied volatility

2004
openaire   +2 more sources

Arbitrage-Free Smoothing of the Implied Volatility Surface

Quantitative Finance, 2009
Matthias R Fengler
exaly  

Implied Volatility Relationships Between Crude Oil and the U.S. Stock Markets: Dynamic Correlation and Spillover Effects

Resources Policy, 2020
Zhenhua Liu, Jy S Wu, Zhihua Ding
exaly