Search Results - Harun, Hanani Farhah

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  1. 1
    Implied adjusted volatility functions: Empirical evidence from Australian index option market

    Implied adjusted volatility functions: Empirical evidence from Australian index option market by Harun, Hanani Farhah, Abdullah, Mimi Hafizah

    Published 2015
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  2. 2
    An investigation of implied volatility during financial crisis: Evidence from Australian index options

    An investigation of implied volatility during financial crisis: Evidence from Australian index options by Abdullah, Mimi Hafizah, Harun, Hanani Farhah

    Published 2014
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  3. 3
    Empirical performance of a model-free volatility against the different option strike size discreteness

    Empirical performance of a model-free volatility against the different option strike size discreteness by Harun, Hanani Farhah, Abdullah, Mimi Hafizah

    Published 2018
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  4. 4
    The performance of higher moments estimators: an empirical study

    The performance of higher moments estimators: an empirical study by Harun, Hanani Farhah, Abdullah, Mimi Hafizah

    Published 2019
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  5. 5
    Wavelet improved option-implied moments: an empirical study

    Wavelet improved option-implied moments: an empirical study by Harun, Hanani Farhah, Abdullah, Mimi Hafizah

    Published 2019
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  6. 6
    Empirical performance of a model-free volatility against the different option strike size discreteness

    Empirical performance of a model-free volatility against the different option strike size discreteness by Harun, Hanani Farhah, Abdullah, Mimi Hafizah

    Published 2019
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  7. 7
    Implied adjusted volatility functions: empirical evidence from Australian index option market

    Implied adjusted volatility functions: empirical evidence from Australian index option market by Harun, Hanani Farhah, Abdullah, Mimi Hafizah

    Published 2014
    Get full text
    Get full text
  8. 8
    An investigation of implied volatility during financial crisis: evidence from Australian index options

    An investigation of implied volatility during financial crisis: evidence from Australian index options by Abdullah, Mimi Hafizah, Harun, Hanani Farhah

    Published 2014
    Get full text
    Get full text
  9. 9
    Implied adjusted volatility by leland option pricing models: evidence from Australian index options

    Implied adjusted volatility by leland option pricing models: evidence from Australian index options by Abdullah, Mimi Hafizah, Harun, Hanani Farhah, Nik Idris, Nik Ruzni

    Published 2014
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  10. 10
    Implied adjusted volatility by leland option pricing models: evidence from Australian index options

    Implied adjusted volatility by leland option pricing models: evidence from Australian index options by Abdullah, Mimi Hafizah, Harun, Hanani Farhah, Nik Idris, Nik Ruzni

    Published 2014
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