Implied volatility and future market return

समान संसाधन

• Implied Volatility Structure in Turbulent and Long-Memory Markets
  द्वारा: Josselin Garnier, और अन्य
  प्रकाशित: (2020-04-01)
• Realized Volatility and Absolute Return Volatility: A Comparison Indicating Market Risk
  द्वारा: Zheng, Zeyu, और अन्य
  प्रकाशित: (2014)
• Scaling and memory in volatility return intervals in financial markets
  द्वारा: Yamasaki, Kazuko, और अन्य
  प्रकाशित: (2005)
• Implied volatility as a predictor: the case of the Ibex 35 future contract
  द्वारा: J. David Cabedo, और अन्य
  प्रकाशित: (2005)
• Semiparametric modeling of implied volatility
  द्वारा: Fengler, Matthias R.
  प्रकाशित: (2005)