Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 6, p. 744, doi. 10.1002/fut.22003
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 6
Results: 7
1
2
The impacts of public news announcements on intraday implied volatility dynamics.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 6, p. 656, doi. 10.1002/fut.22002
- By:
- Publication type:
- Article
3
Pricing variance swaps under the Hawkes jump‐diffusion process.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 6, p. 635, doi. 10.1002/fut.21997
- By:
- Publication type:
- Article
4
Valuation and applications of compound basket options.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 6, p. 704, doi. 10.1002/fut.21996
- By:
- Publication type:
- Article
5
Institutional quality and sovereign credit default swap spreads.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 6, p. 686, doi. 10.1002/fut.21990
- By:
- Publication type:
- Article
6
Losers and prospectors in the short‐term options market.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 6, p. 721, doi. 10.1002/fut.21989
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 39, Number 6, June 2019.
- Published in:
- 2019
- Publication type:
- Table of Contents