Results 331 to 340 of about 119,543 (344)

The forecasting accuracy of implied volatility from ECX carbon options

Energy Economics, 2014
exaly  

The information content of option-implied volatility for credit default swap valuation

Journal of Financial Markets, 2010
Charles Cao, Zhaodong Zhong
exaly  

Implied Volatility

2011
openaire   +1 more source

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

Implied Volatility

openaire   +1 more source

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

Journal of Financial Economics, 2011
exaly  

THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE

Mathematical Finance, 2012
exaly  

Implied volatility forecasting

2007
Soosung Hwang, Stephen E. Satchell
openaire   +1 more source