IVX

Results: 18



#Item
1Statistics / Regression analysis / Linear regression / Errors and residuals / Instrumental variable / T-statistic / Heteroscedasticity / Bias of an estimator / Autocorrelation / Volatility / Unit root

Residual-augmented IVX predictive regression Matei Demetrescu∗ Christian-Albrechts-University of Kiel Paulo M. M. Rodrigues† Banco de Portugal and Universidade Nova de Lisboa December 29, 2015

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:27:17
2Mathematical finance / Technical analysis / Behavioral finance / VIX / Stock market / Greed and fear / Fear index / Volatility / Market sentiment / Financial market / S&P/ASX 200 VIX / IVX

By Michael S. Williams Managing Director at Kinetic Investment Group February 2013 The Mysteries of the VIX

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Source URL: www.kineticfunds.com

Language: English - Date: 2015-12-02 11:56:28
3Investment / Implied volatility / Volatility / Stochastic volatility / Black–Scholes / Financial risk / Option / VIX / IVX / Mathematical finance / Financial economics / Finance

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol. 48, No. 6, Dec. 2013, pp. 1813–1845 COPYRIGHT 2013, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON, SEATTLE, WA 98195

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Source URL: faculty.london.edu

Language: English - Date: 2014-05-19 05:28:42
4Investment / VIX / Implied volatility / Volatility / Volatility smile / Financial risk / IVX / Mathematical finance / Financial economics / Finance

/tmp/tp301cea39_ac56_4747_9eec_5d764f18567c.ps

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Source URL: www.alphasimplex.com

Language: English - Date: 2015-05-29 10:44:31
5Investment / VIX / Implied volatility / Volatility / Fear index / Market risk / Black–Scholes / Chicago Board Options Exchange / IVX / Mathematical finance / Financial economics / Finance

Journal of Finance and Investment Analysis, vol. 2, no.4, 2013, 57-82 ISSN: print version), online) Scienpress Ltd, 2013 Comparing Historical and Implied Volatility Estimates in Efficient Portfolios

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Source URL: www.scienpress.com

Language: English - Date: 2014-02-20 05:39:31
6VIX / Economics / Volatility / Commerzbank / Option / IVX / Implied volatility / Mathematical finance / Financial economics / Finance

PERSPECTIVES 8 LEAD FEATURE

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Source URL: cbcm.commerzbank.com

Language: English - Date: 2015-02-25 04:04:48
7Mathematical finance / Chicago Board Options Exchange / VIX / Futures contract / Hedge / Hang Seng Index / Stock market index future / Options / IVX / Financial economics / Finance / Investment

If you have any difficulties viewing this email, please view the contents here. Cost-effective way to manage volatility risk No requirement to delta hedge Continuous liquidity by market makers Reduced counterparty risk

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Source URL: www.hkex.com.hk

Language: English - Date: 2012-02-16 02:18:02
8Volatility / Nihon Keizai Shimbun / Nikkei 225 / Finance / Investment / Options / IVX / Mathematical finance / Financial economics / Technical analysis

Index News January 26, 2015 Add new content “Volatility Chart” for Nikkei 225 Nikkei Inc. has added new content "Volatility Chart” for the Nikkei225 on the top of the index

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Source URL: indexes.nikkei.co.jp

Language: English - Date: 2015-01-26 04:39:05
9Options / Futures contract / Investment / Hong Kong Exchanges and Clearing / Foreign exchange date conventions / IVX / Financial economics / Finance / Financial system

Creation of Flexible Index Options

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Source URL: www.hkex.com.hk

Language: English - Date: 2010-09-02 03:45:58
10Investment / Contract law / Futures contract / Expiration / Options / Mathematical finance / IVX / Binary option / Financial economics / Finance / Financial system

Microsoft Word - Execution of Flexible Index Options.doc

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Source URL: www.hkex.com.hk

Language: English - Date: 2010-01-27 04:41:49
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