2

Implied Volatility Functions: Empirical Tests

Year:
1998
Language:
english
File:
PDF, 751 KB
english, 1998
3

Predicting stock market volatility: A new measure

Year:
1995
Language:
english
File:
PDF, 1.95 MB
english, 1995
5

Implied Volatility Functions: Empirical Tests

Year:
1998
Language:
english
File:
PDF, 1.70 MB
english, 1998
8

The Economic Value of Volatility Timing

Year:
2001
Language:
english
File:
PDF, 761 KB
english, 2001
10

The Value of Wildcard Options

Year:
1994
Language:
english
File:
PDF, 602 KB
english, 1994
12

Long memory in volatility and trading volume

Year:
2011
Language:
english
File:
PDF, 273 KB
english, 2011
14

Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets

Year:
2006
Language:
english
File:
PDF, 343 KB
english, 2006
15

The impact of energy derivatives on the crude oil market

Year:
1999
Language:
english
File:
PDF, 809 KB
english, 1999
18

The Economic Value of Volatility Timing

Year:
2001
Language:
english
File:
PDF, 839 KB
english, 2001
20

Corporate Financial Managementby Douglas R. Emery; John D. Finnerty

Year:
1997
Language:
english
File:
PDF, 236 KB
english, 1997
22

The quality of market volatility forecasts implied by S&P 100 index option prices

Year:
1998
Language:
english
File:
PDF, 235 KB
english, 1998
23

Small Bowel Imaging

Year:
2017
Language:
english
File:
PDF, 3.58 MB
english, 2017
25

Component-Driven Regime-Switching Volatility

Year:
2012
Language:
english
File:
PDF, 605 KB
english, 2012
28

The Economic Value of Volatility Timing

Year:
2000
Language:
english
File:
PDF, 993 KB
english, 2000
29

A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility

Year:
2003
Language:
english
File:
PDF, 887 KB
english, 2003
34

10.1038/41118

Year:
1997
Language:
english
File:
PDF, 443 KB
english, 1997
36

The Economic Value of Volatility Timing Using 'Realized' Volatility

Year:
2001
Language:
english
File:
PDF, 1.35 MB
english, 2001
40

Bootstrap Tests of Multiple Inequality Restrictions on Variance Ratios

Year:
2005
Language:
english
File:
PDF, 103 KB
english, 2005
45

High-frequency returns, jumps and the mixture of normals hypothesis

Year:
2011
Language:
english
File:
PDF, 1.09 MB
english, 2011