VDAX

Results: 4



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1

Alternative Model Specifications for Implied Volatility Measured by the German VDAX ‡ — Zur Modellierung des VDAX-Volatilitätsindexes Niklas Wagner* University of California at Berkeley, Haas School of Business

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Source URL: www.wiwi.uni-passau.de

- Date: 2010-04-05 09:26:32
    2Mathematical finance / Volatility / VIX / Implied volatility / Stochastic volatility / VDAX / Stock market index / Moneyness / Volatility smile / S&P/ASX 200 VIX

    Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a

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    Source URL: www.wiwi.uni-passau.de

    Language: English - Date: 2010-04-05 09:28:57
    3Investment / VIX / Implied volatility / Volatility / Chicago Board Options Exchange / Variance swap / Stock market index / VDAX / Beta / Mathematical finance / Financial economics / Finance

    Introducing a New Form of Volatility Index: The Cross-Sectional Volatility Index January[removed]Felix Goltz

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    Source URL: www.edhec-risk.com

    Language: English - Date: 2012-05-14 08:58:21
    4Economics / Volatility / Implied volatility / VIX / Black–Scholes / VDAX / Option / Robert F. Engle / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Finance

    M PRA Munich Personal RePEc Archive

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    Source URL: mpra.ub.uni-muenchen.de

    Language: English - Date: 2013-02-13 06:19:48
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