Results 241 to 249 of about 777 (249)

Do ETFs Increase Volatility?

Journal of Finance, 2018
Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi   +2 more
exaly  

Volatility‐Managed Portfolios

Journal of Finance, 2017
Alan Moreira, Tyler Muir
exaly  

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

The Impact of Jumps in Volatility and Returns

Journal of Finance, 2003
Michael Johannes
exaly  

Smile Consistent Volatility Models

2006
openaire   +1 more source

The Smile of Stochastic Volatility Models

2023
openaire   +1 more source

Smile Dynamics and Rough Volatility

Florian Bourgey, Stefano De Marco, Jules Delemotte   +2 more
openaire   +1 more source

Decoding the Volatility Smile

2013
openaire   +1 more source

The smile of stochastic volatility models

2015
openaire   +1 more source