Results 241 to 250 of about 598,241 (259)

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  

Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

, 2012
R. Elliott, G. Lian
semanticscholar   +1 more source

Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility

The North American journal of economics and finance, 2019
See-Woo Kim, Jeong‐Hoon Kim
semanticscholar   +1 more source

EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS

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

PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS

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

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Tim Bollerslev
exaly  

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Xiaoyan Zhang
exaly