scholarly journals Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility

2021 ◽  
Author(s):  
Dimos S. Kambouroudis ◽  
David G. McMillan ◽  
Katerina Tsakou
Keyword(s):  
Implied Volatility ◽  
Realized Volatility ◽  
Leverage Effect

scholarly journals The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

2011 ◽  
Vol 160 (1) ◽  
pp. 48-57 ◽  
Author(s):  
Thomas Busch ◽  
Bent Jesper Christensen ◽  
Morten Ørregaard Nielsen
Keyword(s):  
Foreign Exchange ◽  
Implied Volatility ◽  
Realized Volatility ◽  
Bond Markets ◽  
Future Realized Volatility

Modeling realized volatility with implied volatility for the EUR/GBP exchange rate

2021 ◽  
Author(s):  
Anna Rokicka ◽  
Janusz Kudła
Keyword(s):  
Exchange Rate ◽  
Implied Volatility ◽  
Realized Volatility

scholarly journals PENGARUH FREE CASH FLOW DAN LEVERAGE TERHADAP MANAJEMEN LABA DENGAN GOOD CORPORATE GOVERNANCE SEBAGAI VARIABEL MODERASI

AKUNTABILITAS ◽  
2019 ◽  
Vol 13 (1) ◽  
pp. 69-82
Author(s):  
Erma Setiawati ◽  
Mujiyati Mujiyati ◽  
Erma Marga Rosit
Keyword(s):  
Corporate Governance ◽  
Regression Analysis ◽  
Earnings Management ◽  
Cash Flow ◽  
Free Cash Flow ◽  
Leverage Effect ◽  
Purposive Sampling ◽  
Good Corporate Governance

This research aimed to examine the effect of free cash flow and leverage to earnings management.This study also examines the role of good corporate governance as measured by the index Government in moderating influence of free cash flow and leverage on earnings management. This research was conducted in the company are listed in the JakartaIslamicIndex(JII)from2015-2017 and unlisted in the Bursa Efek Indonesia(BEI).The sample is determined by purposive sampling with 45 samples. This analysis uses regression analysis moderation (MRA). The results of the research indicate where (1) free cash flow significant effect on earnings management, (2) no leverage effect on earnings management, (3) good corporate governance as measured by the index of corporate governance is not able to moderate the influence of free cash flow and earnings management

Exploring the role of the realized return distribution in the formation of the implied volatility smile

2012 ◽  
Vol 36 (4) ◽  
pp. 1028-1044 ◽  
Author(s):  
Georgios Chalamandaris ◽  
Leonidas S. Rompolis
Keyword(s):  
Implied Volatility ◽  
Return Distribution ◽  
Volatility Smile

scholarly journals Forecasting Realized Volatility of Bitcoin: The Role of the Trade War

2020 ◽  
Author(s):  
Elie Bouri ◽  
Konstantinos Gkillas ◽  
Rangan Gupta ◽  
Christian Pierdzioch
Keyword(s):  
Realized Volatility ◽  
Trade War
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