Search Results - "Volatility"

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  1. 1
    On the implied volatility from a "purified" option price process

    On the implied volatility from a "purified" option price process by Luong, C., Dokuchaev, Nikolai

    Published 2014
    Subjects: Get full text
  2. 2
    Option pricing via maximization over uncertainty and correction of volatility smile

    Option pricing via maximization over uncertainty and correction of volatility smile by Dokuchaev, Nikolai

    Published 2011
    Subjects: “…uncertain volatility…”
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  3. 3
    Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index

    Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index by ZHU, Lin

    Published 2013
    Subjects: Get full text
  4. 4
    Volatility and diversification of exports: firm level theory and evidence

    Volatility and diversification of exports: firm level theory and evidence by Vannoorenberghe, Gonzague, Zheng, Wang, Yu, Zhihong

    Published 2016
    Subjects: “…Volatility; Diversification; Exports…”
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  5. 5
    The Investigation of Implied Volatility for the FTSE100 Index Options: A Computational Approach

    The Investigation of Implied Volatility for the FTSE100 Index Options: A Computational Approach by Zhao, Wenjing

    Published 2009
    Subjects: Get full text
  6. 6
    Currency option pricing and realised volatility

    Currency option pricing and realised volatility by Manzur, Meher, Hoque, A., Poitras, G.

    Published 2010
    Subjects: Get full text
  7. 7
    Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF

    Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF by Zou, YuanFang

    Published 2019
    Subjects: “…Forecasting volatility of options…”
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  8. 8
    Modeling volatility in foreign currency option pricing

    Modeling volatility in foreign currency option pricing by Hoque, Mohammed, Chan, Felix, Manzur, Meher

    Published 2008
    Subjects: Get full text
  9. 9
    On the implied volatility layers under the future risk-free rate uncertainty

    On the implied volatility layers under the future risk-free rate uncertainty by Hin, L., Dokuchaev, Nikolai

    Published 2014
    Subjects: Get full text
  10. 10
    Vietnam stock market liberalisation's effect

    Vietnam stock market liberalisation's effect by Khuc, Minh Hieu

    Published 2008
    Subjects: Get full text
  11. 11
    MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE

    MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE by Mai, Thi Thanh Hien

    Published 2008
    Subjects: “…volatility…”
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  12. 12
    De facto exchange rate regime classifications: an evaluation

    De facto exchange rate regime classifications: an evaluation by Bleaney, Michael, Tian, Mo, Yin, Lin

    Published 2017
    Subjects: “…Exchange rate regimes; Trade; Volatility…”
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  13. 13
    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution

    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution by Zu, Yang, Boswijk, Peter

    Published 2017
    Subjects: “…Nonparametric test; Stochastic volatility models…”
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  14. 14
    The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries

    The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries by Le, Ha Duong

    Published 2025
    Subjects: “…bitcoin; stock market; volatility; GARCH…”
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  15. 15
    Swings in sentiment and stock returns: Evidence from a frontier market

    Swings in sentiment and stock returns: Evidence from a frontier market by Rahman, M., Shien, L., Sadique, Shibley

    Published 2013
    Subjects: “…volatility…”
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  16. 16
    Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market

    Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market by Sideris, Epameinondas

    Published 2016
    Subjects: “…Forecasting Volatility…”
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  17. 17
    Analysis of market volatility via a dynamically purified option price process

    Analysis of market volatility via a dynamically purified option price process by Luong, C., Dokuchaev, Nikolai

    Published 2014
    Subjects: “…implied volatility…”
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  18. 18
    Analysis of the impact of the margin trading system and stock market volatility in mainland China —Base on an empirical study

    Analysis of the impact of the margin trading system and stock market volatility in mainland China —Base on an empirical study by Ao, Xinyi

    Published 2022
    Subjects: “…margin trading system ; volatility; var model…”
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  19. 19
    Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation

    Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation by Suenaga, Hiroaki

    Published 2013
    Subjects: Get full text
  20. 20
    Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization

    Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization by Hin, L., Dokuchaev, Nikolai

    Published 2015
    Subjects: Get full text

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