Model-Free Implied Volatility - Articles - Scientific Research Publishing

Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,942 Downloads 9,345 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,677 Downloads 5,729 Views Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note (Articles)

G. D. Hancock

Journal of Financial Risk Management Vol.2 No.1, March 28, 2013

DOI: 10.4236/jfrm.2013.21002 3,952 Downloads 7,762 Views Citations
Stock Return Conjunction in Markets with Deteriorated Sentiment: Evidence from the Japanese Electric Appliances Industry (Articles)

Chikashi Tsuji

Modern Economy Vol.3 No.4, July 24, 2012

DOI: 10.4236/me.2012.34060 4,218 Downloads 7,003 Views Citations
A Study of Changes in Risk Appetite in the Stock Market and the Housing Market before and after the Global Financial Crisis in 2008 Using the vKOSPI (Articles)

Jin Yong Yang, Sang-Heon Lee

Modern Economy Vol.4 No.11, November 4, 2013

DOI: 10.4236/me.2013.411077 4,541 Downloads 7,143 Views Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX (Articles)

Palamalai Srinivasan

Theoretical Economics Letters Vol.7 No.3, April 17, 2017

DOI: 10.4236/tel.2017.73037 1,679 Downloads 3,478 Views Citations
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study (Articles)

Kushagra Goel, Sunny Oswal

Theoretical Economics Letters Vol.9 No.8, December 9, 2019

DOI: 10.4236/tel.2019.98177 909 Downloads 3,316 Views Citations
Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets (Articles)

Thomas Poufinas, Konstantinos Pappas

Theoretical Economics Letters Vol.11 No.4, August 31, 2021

DOI: 10.4236/tel.2021.114053 489 Downloads 2,867 Views Citations
Dynamic Correlation between Implied Volatility Spreads and Movement of CSI 300 ETF: Regime Identification (Articles)

Han Yang, Yintao Hu, Zhijing Wang, Naixue Xiong, Rui Liang, Jerome Yen

Open Journal of Social Sciences Vol.14 No.3, March 31, 2026

DOI: 10.4236/jss.2026.143037 84 Downloads 518 Views Citations
Linkage between India Implied Volatility Index and Stock Index Returns (Articles)

Palamalai Srinivasan, R. D. Vasudevan

Theoretical Economics Letters Vol.7 No.4, June 16, 2017

DOI: 10.4236/tel.2017.74063 1,891 Downloads 5,206 Views Citations
Efficient Frontiers and Volatility Spreads of Convertible Bonds: Evidence from the Chinese Financial Market (Articles)

Yutong Wu

Modern Economy Vol.16 No.8, August 15, 2025

DOI: 10.4236/me.2025.168058 114 Downloads 723 Views Citations
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1, March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,635 Downloads 11,998 Views Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2, May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,991 Downloads 3,570 Views Citations
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics (Articles)

Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar

Journal of Mathematical Finance Vol.9 No.2, April 8, 2019

DOI: 10.4236/jmf.2019.92007 1,036 Downloads 2,686 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,211 Downloads 5,177 Views Citations
Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5, November 19, 2014

DOI: 10.4236/jmf.2014.45029 5,047 Downloads 6,905 Views Citations
Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4, November 19, 2012

DOI: 10.4236/jmf.2012.24030 9,033 Downloads 15,173 Views Citations
Teachers’ Thought Processes: The Case of Tunisian Gymnastic University Teachers (Articles)

Naila Bali

Creative Education Vol.4 No.7B, July 19, 2013

DOI: 10.4236/ce.2013.47A2020 4,526 Downloads 7,211 Views Citations
This article belongs to the Special Issue on Higher Education
Kinetic Analysis of Isothermal Leaching of Zinc from Zinc Plant Residue (Articles)

Ali Reza Eivazi Hollagh, Eskandar Keshavarz Alamdari, Davooud Moradkhani, Ali Akbar Salardini

International Journal of Nonferrous Metallurgy Vol.2 No.1, January 25, 2013

DOI: 10.4236/ijnm.2013.21002 6,141 Downloads 11,308 Views Citations
Model-Free Feature Screening Based on Gini Impurity for Ultrahigh-Dimensional Multiclass Classification (Articles)

Zhongzheng Wang, Guangming Deng

Open Journal of Statistics Vol.12 No.5, October 27, 2022

DOI: 10.4236/ojs.2022.125042 271 Downloads 991 Views Citations

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