Results 351 to 360 of about 1,369,451 (372)

Finance and Volatility

2005
openaire   +2 more sources

Volatility modelling and forecasting in finance

2007
Linlan Xiao, Abdurrahman Aydemir
openaire   +1 more source

The microstructural foundations of leverage effect and rough volatility

Finance and Stochastics, 2018
Omar El Euch, M. Fukasawa, M. Rosenbaum
semanticscholar   +1 more source

Forecasting realized volatility of oil futures market: A new insight

Journal of Forecasting, 2018
Feng Ma, Yu Wei
exaly  

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Mathematical Finance, 2013
Rama Cont, Thomas Kokholm
exaly  

Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets

International Journal of Finance and Economics, 2015
David E Giles
exaly  

Market interdependence and volatility transmission among major crops

Agricultural Economics (United Kingdom), 2016
Cornelis Gardebroek, Manuel A Hernandez, Miguel Robles   +2 more
exaly  

EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS

Mathematical Finance, 2017
Andrea Pascucci, Matthew Lorig, Stefano Pagliarani   +2 more
exaly  

Stochastic volatility models with applications in finance

2018
openaire   +2 more sources

PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS

Mathematical Finance, 2017
Jean-pierre Fouque, Thaleia Zariphopoulou   +1 more
exaly