implied volatility function
Determinants of the implied volatility function on the Italian Stock Market
39
Why do we smile? On the determinants of the implied volatility function
29
THE IMPLIED VOLATILITY OF ETF AND INDEX OPTIONS
10
The implied volatility smirk
50
Implied volatility asymptotics under affine stochastic volatility models
131
Forecast performance of implied volatility and the impact of the volatility risk premium
25
A Jargon-Busting Guide to Volatility Surfaces and Changes in Implied Volatility
13
Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
37
CURRICULUM VITAE. Model-free implied volatility (estimating model-free implied volatility in the options market, etc.);
8
The exact Taylor formula of the implied volatility
58
A Market Model for Stochastic Implied Volatility
23
Forecasting Volatility - An Empirical Investigation of Implied Volatility and Its Information Content
70
DSFM fitting of Implied Volatility Surfaces
9
The KOSPI200 Implied Volatility Index: Evidence of Regime Switches in Volatility Expectations *
25
The information content of Canadian implied volatility indexes
80
Construction and Interpretation of Model-Free Implied Volatility
35
Analogy Making and the Structure of Implied Volatility Skew
43
Indian Implied Volatility Index: A Macroeconomic Study
8
Predicting the equity premium with the implied volatility spread
54
The information content of implied volatility indexes for forecasting volatility and market risk
55