Browsing by Subject Implied volatility
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2015 | A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility | Bentes, S. R. | Article | Embargoed Access |
| 23-Nov-2018 | Implied volatility: can we improve VAR models? | Krecmer, Vladimir | Master Thesis | Open Access |
| 23-Mar-2011 | Market neutral volatility: A different approach to the S&P 500 options market efficiency | Ruas, João Pedro Bento | Master Thesis | Open Access |
| 2013 | On the predictability of realized volatility using feasible GLS | Bentes, S.; Menezes, R. | Article | Embargoed Access |
| 30-Jul-2021 | Volatility risk premium: new insights into the systematic edge in the market for option sellers | Serrano, Alexandre Miguel de António | Master Thesis | Open Access |
| 2011 | What best predicts realized and implied volatility: GARCH, GJR or FCGARCH? | Salgado, José | Master Thesis | Open Access |