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There are 2958 results for: content related to: Comparison of Realized Measure and Implied Volatility in Forecasting Volatility

  1. The Role of High-Frequency Intra-daily Data, Daily Range and Implied Volatility in Multi-period Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 561–576, Dimitrios P. Louzis, Spyros Xanthopoulos-Sisinis and Apostolos P. Refenes

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2249

  2. Causality in the VIX futures market

    Journal of Futures Markets

    Volume 32, Issue 1, January 2012, Pages: 24–46, Jinghong Shu and Jin E. Zhang

    Article first published online : 12 JAN 2011, DOI: 10.1002/fut.20506

  3. The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index

    Journal of Futures Markets

    Volume 31, Issue 12, December 2011, Pages: 1170–1201, San-Lin Chung, Wei-Che Tsai, Yaw-Huei Wang and Pei-Shih Weng

    Article first published online : 27 MAY 2011, DOI: 10.1002/fut.20532

  4. A simplified pricing model for volatility futures

    Journal of Futures Markets

    Volume 31, Issue 4, April 2011, Pages: 307–339, Brice Dupoyet, Robert T. Daigler and Zhiyao Chen

    Article first published online : 29 JUN 2010, DOI: 10.1002/fut.20471

  5. On the Demand for Portfolio Insurance

    Risk Management and Insurance Review

    Volume 16, Issue 2, Fall 2013, Pages: 167–193, Andy Fodor, James S. Doran, James M. Carson and David P. Kirch

    Article first published online : 21 OCT 2013, DOI: 10.1111/rmir.12009

  6. The Term Structure of VIX

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1092–1123, Xingguo Luo and Jin E. Zhang

    Article first published online : 16 AUG 2012, DOI: 10.1002/fut.21572

  7. The new market for volatility trading

    Journal of Futures Markets

    Volume 30, Issue 9, September 2010, Pages: 809–833, Jin E. Zhang, Jinghong Shu and Menachem Brenner

    Article first published online : 22 JAN 2010, DOI: 10.1002/fut.20448

  8. The performance of VIX option pricing models: Empirical evidence beyond simulation

    Journal of Futures Markets

    Volume 31, Issue 3, March 2011, Pages: 251–281, Zhiguang Wang and Robert T. Daigler

    Article first published online : 30 APR 2010, DOI: 10.1002/fut.20466

  9. The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options

    Journal of Futures Markets

    Wei-Che Tsai, Ying-Tzu Chiu and Yaw-Huei Wang

    Article first published online : 15 JAN 2015, DOI: 10.1002/fut.21710

  10. An analytical formula for VIX futures and its applications

    Journal of Futures Markets

    Volume 32, Issue 2, February 2012, Pages: 166–190, Song-Ping Zhu and Guang-Hua Lian

    Article first published online : 8 FEB 2011, DOI: 10.1002/fut.20512

  11. You have free access to this content
    The Cross-Section of Volatility and Expected Returns

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 259–299, ANDREW ANG, ROBERT J. HODRICK, YUHANG XING and XIAOYAN ZHANG

    Article first published online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00836.x

  12. Forecasting Volatility with Many Predictors

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 743–754, Tsung-Han Ke and Yu-Pin Hu

    Article first published online : 19 JUL 2013, DOI: 10.1002/for.2268

  13. You have full text access to this OnlineOpen article
    Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures

    Journal of Futures Markets

    Bujar Huskaj and Lars L. Nordén

    Article first published online : 1 DEC 2014, DOI: 10.1002/fut.21702

  14. Fear and the Fama-French Factors

    Financial Management

    Volume 40, Issue 2, Summer 2011, Pages: 409–426, Robert B. Durand, Dominic Lim and J. Kenton Zumwalt

    Article first published online : 23 JUN 2011, DOI: 10.1111/j.1755-053X.2011.01147.x

  15. The Distribution of Uncertainty: Evidence from the VIX Options Market

    Journal of Futures Markets

    Clemens Völkert

    Article first published online : 15 MAY 2014, DOI: 10.1002/fut.21673

  16. Asymmetric pricing of implied systematic volatility in the cross-section of expected returns

    Journal of Futures Markets

    Volume 31, Issue 1, January 2011, Pages: 34–54, R. Jared Delisle, James S. Doran and David R. Peterson

    Article first published online : 2 NOV 2010, DOI: 10.1002/fut.20457

  17. A Term Structure Model for VIX Futures

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 421–442, Bujar Huskaj and Marcus Nossman

    Article first published online : 15 MAR 2012, DOI: 10.1002/fut.21550

  18. Stock Market Simulation Using Support Vector Machines

    Journal of Forecasting

    Volume 33, Issue 6, September 2014, Pages: 488–500, Rafael Rosillo, Javier Giner and David De la Fuente

    Article first published online : 7 JUL 2014, DOI: 10.1002/for.2302

  19. Volatility Information in the Trading Activity of Stocks, Options, and Volatility Options

    Journal of Futures Markets

    Volume 33, Issue 8, August 2013, Pages: 752–773, Yaw-Huei Wang

    Article first published online : 4 MAR 2013, DOI: 10.1002/fut.21601

  20. Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

    Journal of Futures Markets

    Volume 33, Issue 6, June 2013, Pages: 555–572, Ihsan Ullah Badshah, Bart Frijns and Alireza Tourani-Rad

    Article first published online : 14 FEB 2013, DOI: 10.1002/fut.21600