Number of items: 3.
Fundação para a Ciência e a Tecnologia (FCT)
Kostakis, A., Panigirtzoglou, Nikolaos and Skiadopoulos, George
(2011)
Market timing with option-implied distributions : a forward-looking approach.
Management Science, Vol.57
(No.7).
pp. 1231-1249.
doi:10.1287/mnsc.1110.1346
ISSN 0025-1909.
Panepistēmio Peiraiōs [University of Piraeus]
Konstantinidi, Eirini, Skiadopoulos, George and Tzakaraki, Emilia
(2008)
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices.
In: 19th Australasian Finance and Banking Conference, Sydney, Australia, 13-15 Dec, 2006. Published in: Journal of Banking & Finance, Volume 32
(Number 11).
pp. 2401-2411.
doi:10.1016/j.jbankfin.2008.02.003
ISSN 0378-4266.
University of Piraeus
Kostakis, A., Panigirtzoglou, Nikolaos and Skiadopoulos, George
(2011)
Market timing with option-implied distributions : a forward-looking approach.
Management Science, Vol.57
(No.7).
pp. 1231-1249.
doi:10.1287/mnsc.1110.1346
ISSN 0025-1909.
This list was generated on Fri Apr 19 01:50:02 2024 BST.