Results 251 to 260 of about 3,336 (266)

The Normalizing Transformation of the Implied Volatility Smile

Mathematical Finance, 2012
Masaaki Fukasawa
exaly  

New Evidence on the Implied-Realized Volatility Relation

European Journal of Finance, 2002
Bent Jesper Christensen
exaly  

Volatility in Crude Oil Futures: A Comparison of the Predictive Ability of GARCH and Implied Volatility Models

Energy Economics, 2009
Paolo Agnolucci
exaly  

Implied Volatility

2008
openaire   +1 more source

Are There Gains From Using Information Over the Surface of Implied Volatilities?

Journal of Futures Markets, 2018
Qian Han, Hai Lin
exaly  

Are the KOSPI 200 Implied Volatilities Useful in Value-at-Risk Models?

Emerging Markets Review, 2015
Doojin Ryu
exaly  

Implied Volatility

2011
openaire   +1 more source

The Dynamics of Implied Volatilities: A Common Principal Components Approach

Review of Derivatives Research, 2003
Wolfgang Härdle, Matthias R Fengler
exaly  

Implied volatility and volatility smiles

2018
openaire   +1 more source

Implied Volatility

2005
openaire   +1 more source