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Pricing VIX options with realized volatility
Journal of Futures Markets
◽
10.1002/fut.22201
◽
2021
◽
Author(s):
Chen Tong
◽
Zhuo Huang
Keyword(s):
Realized Volatility
◽
Vix Options
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Cited By
References
Pricing VIX Options with Realized Volatility
SSRN Electronic Journal
◽
10.2139/ssrn.3724718
◽
2020
◽
Author(s):
Chen Tong
Keyword(s):
Realized Volatility
◽
Vix Options
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The Relation between Implied and Realized Volatility
CFA Digest
◽
10.2469/dig.v29.n3.534
◽
1999
◽
Vol 29
(3)
◽
pp. 80-81
Author(s):
John H. Earl
Keyword(s):
Realized Volatility
Download Full-text
External Shocks and the Heterogeneous Autoregressive Model of Realized Volatility
Asian Review of Financial Research
◽
10.37197/arfr.2017.30.2.3
◽
2017
◽
Vol 30
(2)
◽
pp. 181-216
Author(s):
Cheoljun Eom
◽
◽
Uk Chang
◽
Jong Won Park
Keyword(s):
Autoregressive Model
◽
Realized Volatility
◽
External Shocks
Download Full-text
Realized Volatility and Correlation in Energy Futures Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1032322
◽
2007
◽
Author(s):
Tao Wang
◽
Jingtao Wu
◽
Jian Yang
Keyword(s):
Futures Markets
◽
Realized Volatility
◽
Energy Futures
◽
Energy Futures Markets
Download Full-text
Realized Volatility and Jumps in the Athens Stock Exchange
SSRN Electronic Journal
◽
10.2139/ssrn.1499210
◽
2009
◽
Author(s):
Dimitrios D. Thomakos
◽
Dimitrios I. Vortelinos
Keyword(s):
Stock Exchange
◽
Realized Volatility
◽
Athens Stock Exchange
Download Full-text
Optimal Threshold Selection for Realized Volatility Forecasts in the Presence of Jumps
SSRN Electronic Journal
◽
10.2139/ssrn.1714744
◽
2010
◽
Author(s):
Yixiao Sun
◽
Benjamin Fissel
Keyword(s):
Realized Volatility
◽
Optimal Threshold
◽
Threshold Selection
◽
Selection For
◽
Optimal Threshold Selection
Download Full-text
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
SSRN Electronic Journal
◽
10.2139/ssrn.2077214
◽
2012
◽
Author(s):
Yin Liao
Keyword(s):
Risk Prediction
◽
Realized Volatility
◽
Volatility Models
Download Full-text
A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
SSRN Electronic Journal
◽
10.2139/ssrn.2173197
◽
2012
◽
Author(s):
Reza Solgi
◽
Antonietta Mira
Keyword(s):
Realized Volatility
◽
Error Model
◽
Multiplicative Error
◽
Bayesian Semiparametric
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Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data
SSRN Electronic Journal
◽
10.2139/ssrn.3099650
◽
2017
◽
Author(s):
Rim mname Lamouchi
◽
Russell mname Davidson
◽
Ibrahim mname Fatnassi
◽
Abderazak Ben mname Maatoug
Keyword(s):
Exchange Rate
◽
High Frequency
◽
Realized Volatility
◽
High Frequency Data
◽
Frequency Data
Download Full-text
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of the US Banking Sector
SSRN Electronic Journal
◽
10.2139/ssrn.3274826
◽
2018
◽
Author(s):
Gianluca Cubadda
◽
Alain Hecq
◽
Antonio Riccardo
Keyword(s):
Banking Sector
◽
Realized Volatility
◽
The Us
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