Two unconditionally implied parameters and volatility smiles and skews

By Dokuchaev Nikolai  

Applied Financial Economics Letters, Vol. 2, Iss. 3, 2006-05 ,pp. : 199-204

Routledge Ltd

Access to resources Recommend Favorite

Stylized patterns of implied volatility in India: a case study of NSE Nifty options

By Shaikh Imlak   Padhi Puja  

Journal of Indian Business Research, Vol. 6, Iss. 3, 2014-08 ,pp. : 231-254

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Volatility smiles and the information content of news

By Fornari Fabio   Mele Antonio  

Applied Financial Economics, Vol. 11, Iss. 2, 2001-04 ,pp. : 179-186

Routledge Ltd

Access to resources Recommend Favorite

A refined approach to estimating the implied volatility

By Wang Guan Jun  

International Journal of Business Forecasting and Marketing Intelligence, Vol. 1, Iss. 2, 2009-09 ,pp. : 122-133

Inderscience Publishers

Access to resources Recommend Favorite

The impact of macroeconomic announcements on implied volatility

By Füss Roland   Mager Ferdinand   Wohlenberg Holger   Zhao Lu  

Applied Financial Economics, Vol. 21, Iss. 21, 2011-11 ,pp. : 1571-1580

Routledge Ltd

Access to resources Recommend Favorite