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September 2000Forecasting Future Variance from Option Prices
– Allen M. Poteshman, Mark R. Manfredo, Allen M. Poteshman, Allen M. Poteshman, Champaign Helpful, Jegadeesh Narasimhan
- 2000
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3
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Variance Risk Premia
– Peter Carr, Liuren Wu
- 2004
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4
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Using Implied Volatility to Measure Uncertainty About Interest Rates.” Federal Reserve
– Christopher J. Neely
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WORKING PAPER SERIES Forecasting Foreign Exchange Volatility: Why Is Implied Volatility Biased and Inefficient? And Does It Matter?
– Christopher J. Neely
- 2002
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51
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Testing Option Pricing Models
– David S. Bates
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By Stephen Ferris*
– Department Of Finance, Stephen Ferris, Weiyu Guo
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PRELIMINARY. PLEASE DO NOT QUOTE WITHOUT PERMISSION.
– Mikhail Chernov, Luca Benzoni, Eric Ghysels, Larry Glosten, Bob Hodrick, Gur Huberman, Risk Premia, Returns Variability
- 2000
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Assistants to Editors
– Charalambos Louca, Raghava Rao Gundala, Christina Frangou, Arie De Ruijter, Demetris Vrontis Intercollege, Maria Anastasiadou, Maria Botonaki, Stalo Papadopoulou
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1
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HOW DOES THE VOLATILITY RISK PREMIUM AFFECT THE INFORMATIONAL CONTENT OF CURRENCY OPTIONS?
– Peter Breuer
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3
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Forecasting the variability of stock index returns with stochastic volatility models and implied volatility
– Eugenie Hol, Siem Jan Koopman
- 2002
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The Quality Of Market Volatility Forecasts . . .
– Jeff Fleming
- 1998
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and
– George J. Jiang, Yisong S. Tian
- 2003
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2
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Volatility Forecasts, Trading Volume and the ARCH versus Option-Implied Volatility Trade-Off
– R. Glen Donaldson, Mark J. Kamstra
- 2004
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47
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Parametric and Nonparametric Volatility Measurement
– Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Neil Shephard
- 2002
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unknown title
– unknown authors
- 1997
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Les organisations-partenaires / The Partner Organizations
– To Price Options, Mikhail Chernov, Eric Ghysels, Juin Cirano, École Des Hautes Études Commerciales, École Polytechnique, Université Laval, Bell Québec
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Essays in Financial Econometrics
– Mikhail Chernov
- 2000
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53
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A Study towards a Unified Approach to the Joint Estimation of Objective and Risk Neutral Measures for the Purpose of Options Valuation
– Mikhail Chernov, Eric Ghysels, Roger Lee, Especially Ron Gallant, Insightful Discussions We
- 1999
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Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-low Price Range
– Charles J. Corrado, Cameron Truong
- 2004
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