Keywords: نوسانات ضمنی; G13; G17; Volatility forecasting; Volatility risk premium; Implied volatility;
مقالات ISI نوسانات ضمنی (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: نوسانات ضمنی; Disagreement; Bidder returns; Implied volatility; Uncertainty; Informativeness; Mergers and acquisitions; G30; G31; G32; G34;
Keywords: نوسانات ضمنی; G1; G10; G15; G18; H3; Political uncertainty; Financial market uncertainty; Implied volatility; Stock markets; Debt issuance;
Keywords: نوسانات ضمنی; Linkage; Implied volatility; Realized volatility; G01; G14;
Keywords: نوسانات ضمنی; Oil prices; Realized volatility; Implied volatility; Volatility forecasting; G14; G13; Q47; L94;
Keywords: نوسانات ضمنی; Sovereign ratings; Implied volatility; Stock index options; Price discovery process; G14; G15; G24;
Keywords: نوسانات ضمنی; E60; E65; G10; G13; G14; G18; Presidential elections; Political uncertainty; Implied volatility; VIX;
Keywords: نوسانات ضمنی; C4; G1; Q4; WTI; Crude oil price; Implied volatility; Leverage effect; Feedback effect;
Keywords: نوسانات ضمنی; C32; E60; E66; G10; G18; Policy uncertainty; Dynamic correlation; Stock market return; Implied volatility; Oil price shock;
Keywords: نوسانات ضمنی; G13; G10; G12; Implied volatility; Volatility smile; Variance risk premium; GARCH; Conditional heteroskedasticity;
Keywords: نوسانات ضمنی; G02; G15Islamic indices; Investor sentiment; Sovereign credit risk; Implied volatility; Credit default swap; Global financial crisis
Keywords: نوسانات ضمنی; C31; C58; G12Sukuk; Uncertainty factors; Financial distress; Implied volatility; Quantile regression
Keywords: نوسانات ضمنی; C88; G10; G13C88; G10; G13Opciones; Sonrisa de la volatilidad; Volatilidad implícita; Efecto sonrisa; Asimetría; Monetización; WIG20Options; Volatility smile; Implied volatility; Smile effect; Skewness; Moneyness; WIG20
Keywords: نوسانات ضمنی; Behavioural finance; Asymmetric volatility; Implied volatility; Informational efficiencyG10; C14
Forecasting the KOSPI200 spot volatility using various volatility measures
Keywords: نوسانات ضمنی; C52; C53; G14; G15; Encompassing regression; GARCH; Implied volatility; Volatility forecasting; VKOSPI;
Analytic techniques for option pricing under a hyperexponential Lévy model
Keywords: نوسانات ضمنی; Lévy process; Hyperexponential; Option pricing; Greeks; Implied volatility; Asymptotic expansion;
The informational role of options markets: Evidence from FOMC announcements
Keywords: نوسانات ضمنی; Options trading; Implied volatility; Federal funds rate; Information efficiency; Banking; G14; G20; G21; G28;
Modeling and predicting oil VIX: Internet search volume versus traditional mariables
Keywords: نوسانات ضمنی; C22; C53; G12; G17; Q41; Q47; Oil VIX; Internet search volume; Implied volatility; Heterogeneous autoregressive model;
On the relation between implied and realized volatility indices: Evidence from the BRIC countries
Keywords: نوسانات ضمنی; Implied volatility; Realized volatility; ADL model; EC model;
Options, equity risks, and the value of capital structure adjustments
Keywords: نوسانات ضمنی; Capital structure; Financial leverage; Options; Implied volatility; G30; G32; G12; G14;
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model
Keywords: نوسانات ضمنی; Stochastic volatility; 2-hypergeometric model; Implied volatility; Series expansions
The evolving dynamics of the Australian SPI 200 implied volatility surface
Keywords: نوسانات ضمنی; Implied volatility; VIX; Volatility forecasts; Informational efficiency; G13; G14; C14;
A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility
Keywords: نوسانات ضمنی; Implied volatility; GARCH forecasted volatility; Inefficiency; Out-of-sample forecasting accuracy
Can implied volatility predict returns on the currency carry trade?
Keywords: نوسانات ضمنی; F21; F31; G11; G15; Currency carry trade; Exchange rates; Implied volatility; Market timing; VIX; VXY;
Implied volatility and the risk-free rate of return in options markets
Keywords: نوسانات ضمنی; G13; C63Re-pricing options; Forecasting volatility; Seemingly unrelated regression; Implied volatility
Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Keywords: نوسانات ضمنی; Value-at-risk; Implied volatility; Market risk; VKOSPI; KOSPI 200 options; G15; G17; G19;
The forecasting accuracy of implied volatility from ECX carbon options
Keywords: نوسانات ضمنی; Carbon options; Implied volatility; Volatility forecasting; EU Emissions Trading Scheme; G13; Q5;
Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach
Keywords: نوسانات ضمنی; G13; GARCH; Implied volatility; Black-Scholes model; Index options; Smile/smirk;
Testing Greeks and price changes in the S&P 500 options and futures contract: A regression analysis
Keywords: نوسانات ضمنی; Price-change implied volatility; Implied volatility; S&P 500 options; Futures contracts;
On the predictability of realized volatility using feasible GLS
Keywords: نوسانات ضمنی; C58; G01; G15; Realized volatility; Implied volatility; Forecasting; Feasible GLS;
Forecasting EUR-USD implied volatility: The case of intraday data
Keywords: نوسانات ضمنی; C22; C32; C53; C58; G17; Exchange rates; Implied volatility; Intraday data; Out-of-sample prediction;
Forecasting carbon futures volatility using GARCH models with energy volatilities
Keywords: نوسانات ضمنی; C22; G15; G17; Q47; Q54; Carbon futures; GARCH; Implied volatility; Forecasting; Energy market;
Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options
Keywords: نوسانات ضمنی; C58; G32Markov-switching multifractal model; Implied volatility; GARCH; Index and equity options; Global financial crisis
Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market
Keywords: نوسانات ضمنی; G13; G14Volatility arbitrage; Earnings announcement; Implied volatility; Equity linked warrant (ELW); Derivative warrant
Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach
Keywords: نوسانات ضمنی; Implied volatility; Directional forecasting; Options market; Option Greeks; Locally stationary; Sliding window; Artificial neural network;
Forecasting spot price volatility using the short-term forward curve
Keywords: نوسانات ضمنی; G17; C52; C14; Q47; L94; Volatility forecasting; Realized volatility; Implied volatility; Forward prices; Electricity markets;
Option pricing and ARCH processes
Keywords: نوسانات ضمنی; G13; C22; Option pricing; ARCH process; Implied volatility; Student innovations; Long memory volatility; Hedging cost and risk;
Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
Keywords: نوسانات ضمنی; C22; C52; C53; G10Composite forecasts; Forecast evaluation; GARCH; Implied volatility; Mexican peso–U.S. dollar exchange rate; Regime switching
Volatility spillovers and the effect of news announcements
Keywords: نوسانات ضمنی; G13; G14; G15; Contagion; Scheduled news announcements; Unscheduled news announcements; Implied volatility; Implied volatility index; Volatility spillovers;
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Keywords: نوسانات ضمنی; G11; G13; G14; E44; E52; E58; Implied volatility; Realized volatility; Federal funds futures; Monetary policy surprises; Volatility risk premium;
Impact of news announcements on the foreign exchange implied volatility
Keywords: نوسانات ضمنی; F31; Implied volatility; News announcements; Foreign exchange;
The options market response to accounting earnings announcements
Keywords: نوسانات ضمنی; G13; G14; M41; Earnings announcements; Implied volatility; Informed traders; Investor uncertainty;
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
Keywords: نوسانات ضمنی; 60G51; 60F99; 91G20; 91G60; Stochastic volatility models with jumps; Short-time asymptotic expansions; Transition distributions; Transition density; Option pricing; Implied volatility;
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions
Keywords: نوسانات ضمنی; Affine diffusions; Exponential moments; Riccati differential equations; Implied volatility
Predicting a distribution of implied volatilities for option pricing
Keywords: نوسانات ضمنی; Option pricing; Implied volatility; Bayesian approaches; Kernel methods; Gaussian processes; Black–Scholes model
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Keywords: نوسانات ضمنی; C22; C32; F31; G1; Bipower variation; HAR (Heterogeneous autoregressive model); Implied volatility; Jumps; Options; Realized volatility; VecHAR; Volatility forecasting;
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Keywords: نوسانات ضمنی; C1; C5; G1; Realized volatility; Implied volatility; Volatility risk premium; Moments of integrated volatility; Objective distribution; Risk-neutral distribution;
Detecting instability in the volatility of carbon prices
Keywords: نوسانات ضمنی; C1; G1; Q5; Instability test; EGARCH; Implied volatility; Realized volatility; EU ETS; Carbon price;
Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
Keywords: نوسانات ضمنی; C22; C53; G13; G14; VIX; VXO; Sampling method; Rollover rules; Implied volatility; Index options; Taiwan Stock Exchange Index (TAIEX) options;
The determinants of exchange settlement practices and the implication of volatility smile: Evidence from the Taiwan Futures Exchange
Keywords: نوسانات ضمنی; G13; G18; Implied volatility; Volatility smile; TAIEX options;