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  1. 1
    Testing the predictive ability of corridor implied volatility under GARCH models
    by Lu, Shan
    Published 2019
    Subjects: “...Corridor implied volatility...”
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  2. 2
    Organization & Analysis of Stock Option Market Data
    by Zhang, Jun
    Published 2011
    Subjects: “...implied volatility...”
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  3. 3
    Multiscale modeling and analysis of option markets
    by Joseph, Charles
    Published 2014
    Subjects: “...Implied Volatility...”
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  4. 4
    The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods
    by Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
    Published 2017-12-01
    Subjects: “...model-free implied volatility...”
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    Article
  5. 5
    US Implied Volatility as A predictor of International Returns
    by Mehmet F. Dicle
    Published 2017-12-01
    Subjects: “...implied volatility...”
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    Article
  6. 6
    Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods
    by Santawisook, Patchara
    Published 2015
    Subjects: “...Implied volatility...”
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  7. 7
    How Well Does Implied Volatility Predict Future Stock Index Returns and Volatility? : A Study of Option-Implied Volatility Derived from OMXS30 Index Options
    by Vikberg, Sara, Björkman, Julia
    Published 2020
    Subjects: “...Implied volatility...”
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  8. 8
    Forecasting Oil Price Volatility
    by Sharma, Namit
    Published 2014
    Subjects: “...Implied Volatility...”
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  9. 9
    The chebyshev method for the implied volatility
    by Glau, K., Herold, P., Madan, D.B, Pötz, C.
    Published 2019
    Subjects: “...Laplace implied volatility...”
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    Article
  10. 10
    ‘A Journey from the Vague to the Precise’: using Faff’s (2015) Pitching Research Framework for conveying our research ideas with a professional flair
    by Ritu Mohan
    Published 2018-12-01
    Subjects: “...implied volatility...”
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    Article
  11. 11
    Factors affecting stock return volatility in the banking sector in the euro zone
    by Katarzyna Niewińska
    Published 2020-03-01
    Subjects: “...implied volatility...”
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    Article
  12. 12
    How reliable is implied volatility A comparison between implied and actual volatility on an index at the Nordic Market
    by Kozyreva, Maria
    Published 2007
    Subjects: “...implied volatility...”
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  13. 13
    On the relationship of implied, realized and historical volatility: evidence from NSE equity index options
    by Puja Padhi, Imlak Shaikh
    Published 2014-11-01
    Subjects: “...call implied volatility...”
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    Article
  14. 14
    The Impact of Determinants on the Volatility of Banking Sector Stock Returns in Europe
    by dr Katarzyna Niewińska
    Published 2019-01-01
    Subjects: “...implied volatility...”
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    Article
  15. 15
    Does currency smirk predict foreign exchange return?
    by Ariful Hoque, Thi Ngoc Quynh Le, Kamrul Hassan
    Published 2020-09-01
    Subjects: “...implied volatility...”
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    Article
  16. 16
    A Hausman Test for Partially Linear Models with an Application to Implied Volatility Surface
    by Yixiao Jiang
    Published 2020-11-01
    Subjects: “...implied volatility...”
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    Article
  17. 17
    The Relevance of Cboe Volatility Index to Stock Markets in Emerging Economies
    Subjects: “...implied volatility...”
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    Article
  18. 18
    Is It Possible to Replicate the Exchange Rate Volatility Behavior Using Dynamic Strategies?
    Subjects: “...implied volatility...”
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    Article
  19. 19
    A Comparison of Implied Standard Deviations and Historical Estimates of Volatility During and After the Participation of the British Pound in the ERM
    by Neves, Andrea Marolt Pimenta
    Published 2014
    Subjects: “...Implied Volatility...”
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  20. 20
    Impact of COVID-19 pandemic disease outbreak on the global equity markets
    by Imlak Shaikh
    Published 2021-01-01
    Subjects: “...implied volatility...”
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    Article
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