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1-10 of 129 results for Implied Volatility

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Research article

First published 2020-2

The role of implied volatility in liquidity provision

Daniel Cahill, Kingsley Fong, Marvin Wee [...]

Australian Journal of Management

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Research article

First published 2013-6

A Simultaneous Equation Approach on the Relationship between Implied,Realised and Historical Volatility

Imlak Shaikh, Puja Padhi

Asia-Pacific Journal of Management Research and Innovation

Open access

Research article

First published 2017-9

A Gaussian semi-parametric implied volatility model

Xiaoyan Wu, Ying Zhuang, Fei Chen [...]

Journal of Algorithms & Computational Technology

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Research article

First published 2018-9

Implied volatility parameterization based on a machine learning polynomial approach

Mostafa Pouralizadeh Jobejarkol, Abdolrahim Badamchizadeh, Manuel Morales

Intelligent Data Analysis: An International Journal

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Research article

First published 2009-9

An Analysis between Implied and Realised Volatility in the Greek Derivative Market

George Filis

Journal of Emerging Market Finance

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Research article

First published 2015

Smile in motion: An intraday analysis of asymmetric implied volatility

Martin Wallmeier

Algorithmic Finance

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Research article

First published 2013-12

The Information Content of Alternate Implied Volatility Models: Case of Indian Markets

A. Vinay Kumar, Shikha Jaiswal

Journal of Emerging Market Finance

Open access

Research article

First published 2016-7

Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets

Supachok Thakolsri, Yuthana Sethapramote, Komain Jiranyakul

Sage Open

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Research article

First published 2023

Hidden Markov model-based modeling and prediction for implied volatility surface 1

Hongyue Guo, Qiqi Deng, Wenjuan Jia [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2017-12

Dynamics of Co-movements among Implied Volatility,Policy Uncertainty and Market Performance

Mobeen Ur Rehman

Global Business Review

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