Results 311 to 320 of about 119,543 (344)

Efficient predictability of stock return volatility: The role of stock market implied volatility

North American Journal of Economics and Finance, 2020
Zhifeng Dai, Fenghua Wen
exaly  

Implied Volatility

Financial Analysts Journal, 1995
openaire   +1 more source

Implied Volatility

2022
openaire   +1 more source

Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects

Resources Policy, 2020
Zhenhua Liu
exaly  

Treasury yield implied volatility and real activity

Journal of Financial Economics, 2021
exaly  

Implied volatility

2004
openaire   +2 more sources

Directional predictability of implied volatility: From crude oil to developed and emerging stock markets

Finance Research Letters, 2018
Elie Bouri, Donald Lien, David Roubaud
exaly  

Uncertainty and the volatility forecasting power of option‐implied volatility

Journal of Futures Markets, 2020
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim   +2 more
exaly  

Arbitrage-free smoothing of the implied volatility surface

Quantitative Finance, 2009
Matthias R Fengler
exaly  

Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models

Energy Economics, 2009
Paolo Agnolucci
exaly