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Finance and Society, 2023 This article explores the quantitative and qualitative dimensions of volatility and their implications for cultural analysis in a range of fields. From quantitative finance, it takes the notion of ‘delta-hedging’, the suspension or neutralization of ...
Benjamin Lee
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Computational finance: correlation, volatility, and markets [PDF]
WIREs Computational Statistics, 2014 Financial data by nature are inter‐related and should be analyzed using multivariate methods. Many models exist for the joint analysis of multiple financial instruments. Early models often assumed some type of constant behavior between the instruments over the time period of analysis.
Ensor, Katherine Bennett +1 more
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Electoral volatility and political finance regulation in Colombia
Colombia Internacional, 2018 This article examines the relationship between electoral volatility and political finance regulation in Colombia. The author argues that recent political finance reforms in this country (e.g. changes in regulation of campaign donations, campaign spending,
Néstor Castañeda
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Liquidity-free implied volatilities: An approach using conic finance [PDF]
International Journal of Financial Engineering, 2021 In this paper, we consider the problem of calculating risk-neutral implied volatilities of European options without relying on option mid prices but solely on bid and ask prices. We provide an approach, based on the conic finance paradigm, that allows to uniquely strip risk-neutral implied volatilities from bid and ask quotes, and that does not ...
Peter Spreij +4 more
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The Application of Symbolic Regression on Identifying Implied Volatility Surface
Mathematics, 2023 One important parameter in the Black–Scholes option pricing model is the implied volatility. Implied volatility surface (IVS) is an important concept in finance that describes the variation of implied volatility across option strike price and time to ...
Jiayi Luo, Cindy Long Yu
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Volatility Transmission between Conventional Finance and Islamic Finance in Stock Markets
Korean Journal of Financial Engineering, 2017 김홍배
openalex +3 more sources
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating
Mathematics, 2023 Studying the question of whether macroeconomic predictors play a role in forecasting stock-market volatility has a long and significant tradition in the empirical finance literature.
Rangan Gupta +3 more
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Impact of Idiosyncratic Volatility on Average Stock Returns: Evidence from Sri Lanka [PDF]
Colombo Business Journal, 2020 The complete diversification of idiosyncratic volatility is questionable due to factors such as market imperfections, investor irrationality and managerial decisions.
H. A. P. K. Perera
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Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region
Economies, 2019 This study examines the moderating effects of the real exchange rate and its volatility on the finance-growth nexus in the West African region. It also determines the marginal effects of financial development on economic growth at various levels of the ...
Kizito Uyi Ehigiamusoe, Hooi Hooi Lean
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Entropy Based Student’s t-Process Dynamical Model
Entropy, 2021 Volatility, which represents the magnitude of fluctuating asset prices or returns, is used in the problems of finance to design optimal asset allocations and to calculate the price of derivatives.
Ayumu Nono +2 more
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