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You searched for subject:( VIX). Showing records 1 – 30 of 54 total matches.

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Université de Sherbrooke

1. St-Jacques, Antoine. Le VIX journalier et Google Trends .

Degree: 2017, Université de Sherbrooke

 Cette étude tente d’améliorer le modèle standard de prévision de l’indice de volatilité VIX à l’aide du Search Volume Index (SVI) rapporté par Google Trends… (more)

Subjects/Keywords: VIX; Google Trends; Volatilité

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APA (6th Edition):

St-Jacques, A. (2017). Le VIX journalier et Google Trends . (Masters Thesis). Université de Sherbrooke. Retrieved from http://hdl.handle.net/11143/11062

Chicago Manual of Style (16th Edition):

St-Jacques, Antoine. “Le VIX journalier et Google Trends .” 2017. Masters Thesis, Université de Sherbrooke. Accessed April 09, 2020. http://hdl.handle.net/11143/11062.

MLA Handbook (7th Edition):

St-Jacques, Antoine. “Le VIX journalier et Google Trends .” 2017. Web. 09 Apr 2020.

Vancouver:

St-Jacques A. Le VIX journalier et Google Trends . [Internet] [Masters thesis]. Université de Sherbrooke; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/11143/11062.

Council of Science Editors:

St-Jacques A. Le VIX journalier et Google Trends . [Masters Thesis]. Université de Sherbrooke; 2017. Available from: http://hdl.handle.net/11143/11062


University of Saskatchewan

2. Ezeonyeka, Arinze. Is the VIX a Reliable Indicator of Stock Market Volatility?.

Degree: 2018, University of Saskatchewan

 This thesis examines the reliability of the Chicago Board Options Exchange Volatility Index (VIX) as an indicator of realized stock market volatility. The VIX is… (more)

Subjects/Keywords: VIX; volatility; range; volatility index

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APA (6th Edition):

Ezeonyeka, A. (2018). Is the VIX a Reliable Indicator of Stock Market Volatility?. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/11839

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ezeonyeka, Arinze. “Is the VIX a Reliable Indicator of Stock Market Volatility?.” 2018. Thesis, University of Saskatchewan. Accessed April 09, 2020. http://hdl.handle.net/10388/11839.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ezeonyeka, Arinze. “Is the VIX a Reliable Indicator of Stock Market Volatility?.” 2018. Web. 09 Apr 2020.

Vancouver:

Ezeonyeka A. Is the VIX a Reliable Indicator of Stock Market Volatility?. [Internet] [Thesis]. University of Saskatchewan; 2018. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10388/11839.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ezeonyeka A. Is the VIX a Reliable Indicator of Stock Market Volatility?. [Thesis]. University of Saskatchewan; 2018. Available from: http://hdl.handle.net/10388/11839

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

3. Serafim, André Luís Ferreira. Performance of VIX straddle and strangle strategies in portfolio management.

Degree: 2018, Universidade Nova

 Volatility products have seen a growth in trading volume, partly due to the interesting characteristics these products demonstrate in relation to the market. The Chicago… (more)

Subjects/Keywords: Volatility; VIX; Portfolio Selection; Diversification; Options; Straddle; Strangle; VIX options

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APA (6th Edition):

Serafim, A. L. F. (2018). Performance of VIX straddle and strangle strategies in portfolio management. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/30074

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Serafim, André Luís Ferreira. “Performance of VIX straddle and strangle strategies in portfolio management.” 2018. Thesis, Universidade Nova. Accessed April 09, 2020. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/30074.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Serafim, André Luís Ferreira. “Performance of VIX straddle and strangle strategies in portfolio management.” 2018. Web. 09 Apr 2020.

Vancouver:

Serafim ALF. Performance of VIX straddle and strangle strategies in portfolio management. [Internet] [Thesis]. Universidade Nova; 2018. [cited 2020 Apr 09]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/30074.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Serafim ALF. Performance of VIX straddle and strangle strategies in portfolio management. [Thesis]. Universidade Nova; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/30074

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Lehigh University

4. Arak, Michael Ian. Mitigating Portfolio Downside Risk Using VIX-Based Products.

Degree: MS, Industrial Engineering, 2013, Lehigh University

  The purpose of this thesis is to investigate the benefits of allocating part of a portfolio to exchange-traded products (ETPs) based on the Chicago… (more)

Subjects/Keywords: ETPs; Portfolio Risk; VIX; VXX; VXZ; Engineering

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APA (6th Edition):

Arak, M. I. (2013). Mitigating Portfolio Downside Risk Using VIX-Based Products. (Thesis). Lehigh University. Retrieved from https://preserve.lehigh.edu/etd/1415

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Arak, Michael Ian. “Mitigating Portfolio Downside Risk Using VIX-Based Products.” 2013. Thesis, Lehigh University. Accessed April 09, 2020. https://preserve.lehigh.edu/etd/1415.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Arak, Michael Ian. “Mitigating Portfolio Downside Risk Using VIX-Based Products.” 2013. Web. 09 Apr 2020.

Vancouver:

Arak MI. Mitigating Portfolio Downside Risk Using VIX-Based Products. [Internet] [Thesis]. Lehigh University; 2013. [cited 2020 Apr 09]. Available from: https://preserve.lehigh.edu/etd/1415.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Arak MI. Mitigating Portfolio Downside Risk Using VIX-Based Products. [Thesis]. Lehigh University; 2013. Available from: https://preserve.lehigh.edu/etd/1415

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

5. Hwu, Chau-Yun. TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS.

Degree: Master, Finance, 2003, NSYSU

none Advisors/Committee Members: none (committee member), none (chair), none (chair).

Subjects/Keywords: VOLATILITY INDEX; VIX

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hwu, C. (2003). TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hwu, Chau-Yun. “TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS.” 2003. Thesis, NSYSU. Accessed April 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hwu, Chau-Yun. “TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS.” 2003. Web. 09 Apr 2020.

Vancouver:

Hwu C. TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS. [Internet] [Thesis]. NSYSU; 2003. [cited 2020 Apr 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hwu C. TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS. [Thesis]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Minnesota

6. Ruetz , Michael. VIX Futures Return Decomposition.

Degree: MS, Applied Economics, 2019, University of Minnesota

VIX futures contracts have produced negative returns. I develop a method to decompose the daily returns of VIX futures contracts in to the return components… (more)

Subjects/Keywords: Derivatives; Implied Volatility; Options; Term Structure; VIX

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APA (6th Edition):

Ruetz , M. (2019). VIX Futures Return Decomposition. (Masters Thesis). University of Minnesota. Retrieved from http://hdl.handle.net/11299/206143

Chicago Manual of Style (16th Edition):

Ruetz , Michael. “VIX Futures Return Decomposition.” 2019. Masters Thesis, University of Minnesota. Accessed April 09, 2020. http://hdl.handle.net/11299/206143.

MLA Handbook (7th Edition):

Ruetz , Michael. “VIX Futures Return Decomposition.” 2019. Web. 09 Apr 2020.

Vancouver:

Ruetz M. VIX Futures Return Decomposition. [Internet] [Masters thesis]. University of Minnesota; 2019. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/11299/206143.

Council of Science Editors:

Ruetz M. VIX Futures Return Decomposition. [Masters Thesis]. University of Minnesota; 2019. Available from: http://hdl.handle.net/11299/206143


University of Otago

7. Gehricke, Sebastian. VIX Futures ETNs and Their Derivatives .

Degree: University of Otago

 This thesis studies the VIX futures exchange-traded notes (ETN) (2 and 3) and their derivatives (Chapter 4). In Chapter 2, we examine the VIX futures… (more)

Subjects/Keywords: VIX; Modeling VXX; VXX options; VIX futures ETNs

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APA (6th Edition):

Gehricke, S. (n.d.). VIX Futures ETNs and Their Derivatives . (Doctoral Dissertation). University of Otago. Retrieved from http://hdl.handle.net/10523/8446

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Chicago Manual of Style (16th Edition):

Gehricke, Sebastian. “VIX Futures ETNs and Their Derivatives .” Doctoral Dissertation, University of Otago. Accessed April 09, 2020. http://hdl.handle.net/10523/8446.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

MLA Handbook (7th Edition):

Gehricke, Sebastian. “VIX Futures ETNs and Their Derivatives .” Web. 09 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Gehricke S. VIX Futures ETNs and Their Derivatives . [Internet] [Doctoral dissertation]. University of Otago; [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10523/8446.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Council of Science Editors:

Gehricke S. VIX Futures ETNs and Their Derivatives . [Doctoral Dissertation]. University of Otago; Available from: http://hdl.handle.net/10523/8446

Note: this citation may be lacking information needed for this citation format:
No year of publication.

8. Ivanioukhine, Alexander. Guld - en safe haven mot volatilitet? : Undersökning av förhållandet mellan guld och volatilitetsindex.

Degree: Business Studies, 2018, Södertörn University

I denna studie undersöks guld som safe haven-tillgång och om den erbjuder tillflykt mot volatilitet, vilket är studiens huvudsakliga syfte. För att åstadkomma detta… (more)

Subjects/Keywords: volatility; gold; safe haven asset; VIX; GVZ; gold spot; guld; volatilitet; VIX; GVZ; safe haven; guldkurs; Business Administration; Företagsekonomi

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APA (6th Edition):

Ivanioukhine, A. (2018). Guld - en safe haven mot volatilitet? : Undersökning av förhållandet mellan guld och volatilitetsindex. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-35507

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ivanioukhine, Alexander. “Guld - en safe haven mot volatilitet? : Undersökning av förhållandet mellan guld och volatilitetsindex.” 2018. Thesis, Södertörn University. Accessed April 09, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-35507.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ivanioukhine, Alexander. “Guld - en safe haven mot volatilitet? : Undersökning av förhållandet mellan guld och volatilitetsindex.” 2018. Web. 09 Apr 2020.

Vancouver:

Ivanioukhine A. Guld - en safe haven mot volatilitet? : Undersökning av förhållandet mellan guld och volatilitetsindex. [Internet] [Thesis]. Södertörn University; 2018. [cited 2020 Apr 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-35507.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ivanioukhine A. Guld - en safe haven mot volatilitet? : Undersökning av förhållandet mellan guld och volatilitetsindex. [Thesis]. Södertörn University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-35507

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

9. Tzang, Shyh-weir. The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan.

Degree: PhD, Finance, 2009, NSYSU

 This dissertation consists of two chapters that examine the construction of financial market volatility indexes and their forecasting efficiency across predictive regression models. Each of… (more)

Subjects/Keywords: VIX; MEM; SEMIFAR; GJR-GARCH; realized volatility; range volatility; VXO

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tzang, S. (2009). The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-140203

Chicago Manual of Style (16th Edition):

Tzang, Shyh-weir. “The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan.” 2009. Doctoral Dissertation, NSYSU. Accessed April 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-140203.

MLA Handbook (7th Edition):

Tzang, Shyh-weir. “The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan.” 2009. Web. 09 Apr 2020.

Vancouver:

Tzang S. The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan. [Internet] [Doctoral dissertation]. NSYSU; 2009. [cited 2020 Apr 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-140203.

Council of Science Editors:

Tzang S. The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan. [Doctoral Dissertation]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-140203


NSYSU

10. Huang, Huang-yao. The Influence of VIX Index in Taiwan Wealth Management Industry.

Degree: Master, Cross-Strait Executive Master Of Business Administration, 2015, NSYSU

VIX Index was established by Chicago Board Options Exchange (CBOE) 1993 order to react how much of the wave was predicted by investors in stock… (more)

Subjects/Keywords: VIX Index; Wealth Management; Back Testing; Leverage; Portfolio Management

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APA (6th Edition):

Huang, H. (2015). The Influence of VIX Index in Taiwan Wealth Management Industry. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720115-104351

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Huang-yao. “The Influence of VIX Index in Taiwan Wealth Management Industry.” 2015. Thesis, NSYSU. Accessed April 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720115-104351.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Huang-yao. “The Influence of VIX Index in Taiwan Wealth Management Industry.” 2015. Web. 09 Apr 2020.

Vancouver:

Huang H. The Influence of VIX Index in Taiwan Wealth Management Industry. [Internet] [Thesis]. NSYSU; 2015. [cited 2020 Apr 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720115-104351.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang H. The Influence of VIX Index in Taiwan Wealth Management Industry. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720115-104351

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

11. Loustaunau, Romain. Volatility as a Hedging Framework : Portfolio Analysis.

Degree: 2015, Université Catholique de Louvain

Volatility appears to be asymmetric to equities. We consider volatility as an asset and examine its benefits when allocated to a portfolio. The portfolio optimization… (more)

Subjects/Keywords: volatility hedging; VIX index; portfolio optimization; tail hedge risk

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APA (6th Edition):

Loustaunau, R. (2015). Volatility as a Hedging Framework : Portfolio Analysis. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:2719

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Loustaunau, Romain. “Volatility as a Hedging Framework : Portfolio Analysis.” 2015. Thesis, Université Catholique de Louvain. Accessed April 09, 2020. http://hdl.handle.net/2078.1/thesis:2719.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Loustaunau, Romain. “Volatility as a Hedging Framework : Portfolio Analysis.” 2015. Web. 09 Apr 2020.

Vancouver:

Loustaunau R. Volatility as a Hedging Framework : Portfolio Analysis. [Internet] [Thesis]. Université Catholique de Louvain; 2015. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2078.1/thesis:2719.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Loustaunau R. Volatility as a Hedging Framework : Portfolio Analysis. [Thesis]. Université Catholique de Louvain; 2015. Available from: http://hdl.handle.net/2078.1/thesis:2719

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

12. Teng, Chyun-Ru. Intraday Momentum in VIX Futures Market.

Degree: Master, Finance, 2018, NSYSU

 In our study, we examine the existence of the intraday momentum, which the first 30-minute interval return can positively predict the last 30-minute interval return,… (more)

Subjects/Keywords: Intraday Momentum; Informed Trading; VIX Futures; Predictability; Liquidity

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APA (6th Edition):

Teng, C. (2018). Intraday Momentum in VIX Futures Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Teng, Chyun-Ru. “Intraday Momentum in VIX Futures Market.” 2018. Thesis, NSYSU. Accessed April 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Teng, Chyun-Ru. “Intraday Momentum in VIX Futures Market.” 2018. Web. 09 Apr 2020.

Vancouver:

Teng C. Intraday Momentum in VIX Futures Market. [Internet] [Thesis]. NSYSU; 2018. [cited 2020 Apr 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Teng C. Intraday Momentum in VIX Futures Market. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

13. Ruas, João Pedro Bento. Market neutral volatility: a different approach to the S&P 500 options market efficiency.

Degree: 2011, RCAAP

Mestrado em Finanças

Under the efficient market hypothesis, an options price’s implied volatility should be the best possible forecast of the future realized volatility of… (more)

Subjects/Keywords: Market Neutral Volatility; VIX; Market Efficiency; Implied Volatility

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APA (6th Edition):

Ruas, J. P. B. (2011). Market neutral volatility: a different approach to the S&P 500 options market efficiency. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2523

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ruas, João Pedro Bento. “Market neutral volatility: a different approach to the S&P 500 options market efficiency.” 2011. Thesis, RCAAP. Accessed April 09, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2523.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ruas, João Pedro Bento. “Market neutral volatility: a different approach to the S&P 500 options market efficiency.” 2011. Web. 09 Apr 2020.

Vancouver:

Ruas JPB. Market neutral volatility: a different approach to the S&P 500 options market efficiency. [Internet] [Thesis]. RCAAP; 2011. [cited 2020 Apr 09]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2523.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ruas JPB. Market neutral volatility: a different approach to the S&P 500 options market efficiency. [Thesis]. RCAAP; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2523

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New South Wales

14. Pradier, Lionnel. Volatility after-effects: evidence from the field.

Degree: Banking & Finance, 2017, University of New South Wales

 Following recent empirical evidence of volatility “after-effects” in the laboratory, we investigate whether investors’ perception of volatility is biased after prolonged exposure to extreme level… (more)

Subjects/Keywords: Volatility; After-effect; Perception bias; VIX; Realised volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pradier, L. (2017). Volatility after-effects: evidence from the field. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/59586 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:49018/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Pradier, Lionnel. “Volatility after-effects: evidence from the field.” 2017. Masters Thesis, University of New South Wales. Accessed April 09, 2020. http://handle.unsw.edu.au/1959.4/59586 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:49018/SOURCE02?view=true.

MLA Handbook (7th Edition):

Pradier, Lionnel. “Volatility after-effects: evidence from the field.” 2017. Web. 09 Apr 2020.

Vancouver:

Pradier L. Volatility after-effects: evidence from the field. [Internet] [Masters thesis]. University of New South Wales; 2017. [cited 2020 Apr 09]. Available from: http://handle.unsw.edu.au/1959.4/59586 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:49018/SOURCE02?view=true.

Council of Science Editors:

Pradier L. Volatility after-effects: evidence from the field. [Masters Thesis]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/59586 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:49018/SOURCE02?view=true


University of Toronto

15. Yu, Michael Yangmeng. Predicting the Volatility Index Returns Using Machine Learning.

Degree: 2017, University of Toronto

We probe how predictable the short term future behaviour of the Chicago Board Options Exchange (CBOE) Volatility Index (ticker symbol VIX) is given past market… (more)

Subjects/Keywords: ensemble method; finance; machine learning; VIX; volatility index; XGBoost; 0984

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yu, M. Y. (2017). Predicting the Volatility Index Returns Using Machine Learning. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/79328

Chicago Manual of Style (16th Edition):

Yu, Michael Yangmeng. “Predicting the Volatility Index Returns Using Machine Learning.” 2017. Masters Thesis, University of Toronto. Accessed April 09, 2020. http://hdl.handle.net/1807/79328.

MLA Handbook (7th Edition):

Yu, Michael Yangmeng. “Predicting the Volatility Index Returns Using Machine Learning.” 2017. Web. 09 Apr 2020.

Vancouver:

Yu MY. Predicting the Volatility Index Returns Using Machine Learning. [Internet] [Masters thesis]. University of Toronto; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/1807/79328.

Council of Science Editors:

Yu MY. Predicting the Volatility Index Returns Using Machine Learning. [Masters Thesis]. University of Toronto; 2017. Available from: http://hdl.handle.net/1807/79328


University of St. Andrews

16. Kambouroudis, Dimos S. Essays on volatility forecasting .

Degree: 2012, University of St. Andrews

 Stock market volatility has been an important subject in the finance literature for which now an enormous body of research exists. Volatility modelling and forecasting… (more)

Subjects/Keywords: Volatility forecasting; GARCH; Backward recursion; VaR; Riskmetrics; VIX; Trading volume

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APA (6th Edition):

Kambouroudis, D. S. (2012). Essays on volatility forecasting . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/3191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kambouroudis, Dimos S. “Essays on volatility forecasting .” 2012. Thesis, University of St. Andrews. Accessed April 09, 2020. http://hdl.handle.net/10023/3191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kambouroudis, Dimos S. “Essays on volatility forecasting .” 2012. Web. 09 Apr 2020.

Vancouver:

Kambouroudis DS. Essays on volatility forecasting . [Internet] [Thesis]. University of St. Andrews; 2012. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10023/3191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kambouroudis DS. Essays on volatility forecasting . [Thesis]. University of St. Andrews; 2012. Available from: http://hdl.handle.net/10023/3191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Helsinki

17. Sihvonen, Markus. Information content of implied volatility.

Degree: Department of Economic and Political Studies: Economics: Econometrics; Helsingfors universitet, Institutionen för ekonomi och politik: Nationalekonomi: Ekonometriska linjen i nationalekonomi, 2010, University of Helsinki

In this thesis we study the information content of the market's volatility expectations derived from options or implied volatility. The key idea of the thesis… (more)

Subjects/Keywords: implied volatility; Black-Scholes model; VIX index; information content; GARCH model; implied volatility; Black-Scholes model; VIX index; information content; GARCH model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sihvonen, M. (2010). Information content of implied volatility. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/17137

Chicago Manual of Style (16th Edition):

Sihvonen, Markus. “Information content of implied volatility.” 2010. Masters Thesis, University of Helsinki. Accessed April 09, 2020. http://hdl.handle.net/10138/17137.

MLA Handbook (7th Edition):

Sihvonen, Markus. “Information content of implied volatility.” 2010. Web. 09 Apr 2020.

Vancouver:

Sihvonen M. Information content of implied volatility. [Internet] [Masters thesis]. University of Helsinki; 2010. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10138/17137.

Council of Science Editors:

Sihvonen M. Information content of implied volatility. [Masters Thesis]. University of Helsinki; 2010. Available from: http://hdl.handle.net/10138/17137


Brno University of Technology

18. Miklósy, Jiří. Využití prostředků umělé inteligence na finančních trzích .

Degree: 2013, Brno University of Technology

 Tato práce se zabývá návrhem, realizací a optimalizací systému určenímu k obchodování na finančních trzích, konkrétně s technologickými firmami trhu NASDAQ. K tomuto účelu jsou… (more)

Subjects/Keywords: Neuronové sítě; neuron; NARX; technické indikátory; entropie; Hurst; MATLAB; časové řady; predikce; NASDAQ; MACD; VIX; Neural network; neuron; NARX; technical indicators; entropy; Hurst; MATLAB; time series; prediction; NASDAQ; MACD; VIX

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Miklósy, J. (2013). Využití prostředků umělé inteligence na finančních trzích . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/24713

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Miklósy, Jiří. “Využití prostředků umělé inteligence na finančních trzích .” 2013. Thesis, Brno University of Technology. Accessed April 09, 2020. http://hdl.handle.net/11012/24713.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Miklósy, Jiří. “Využití prostředků umělé inteligence na finančních trzích .” 2013. Web. 09 Apr 2020.

Vancouver:

Miklósy J. Využití prostředků umělé inteligence na finančních trzích . [Internet] [Thesis]. Brno University of Technology; 2013. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/11012/24713.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Miklósy J. Využití prostředků umělé inteligence na finančních trzích . [Thesis]. Brno University of Technology; 2013. Available from: http://hdl.handle.net/11012/24713

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

19. Lee, Wan-ju. The impact of macroeconomic announcements on VIX futures.

Degree: Master, Finance, 2017, NSYSU

 This paper examines the impact of macroeconomic announcements on the VIX futures market by using intraday and daily data from April 2004 to August 2011.… (more)

Subjects/Keywords: market sidedness; order flow; volume; quote return; trading activity; macroeconomic announcement; VIX futures; business cycle

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lee, W. (2017). The impact of macroeconomic announcements on VIX futures. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lee, Wan-ju. “The impact of macroeconomic announcements on VIX futures.” 2017. Thesis, NSYSU. Accessed April 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lee, Wan-ju. “The impact of macroeconomic announcements on VIX futures.” 2017. Web. 09 Apr 2020.

Vancouver:

Lee W. The impact of macroeconomic announcements on VIX futures. [Internet] [Thesis]. NSYSU; 2017. [cited 2020 Apr 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lee W. The impact of macroeconomic announcements on VIX futures. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Kent State University

20. Ding, Liang. Information Diffusion across Financial Markets.

Degree: PhD, College of Business Administration / Department of Finance, 2010, Kent State University

 Financial markets demonstrate a large degree of comovement. Such comovement is important for a variety of investment and risk management decisions. This research is motivated… (more)

Subjects/Keywords: Finance; Market Linkage; Financial Crisis; CDX; Contagion; Volatility; Liquidity; VIX Index; Network

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APA (6th Edition):

Ding, L. (2010). Information Diffusion across Financial Markets. (Doctoral Dissertation). Kent State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=kent1281058095

Chicago Manual of Style (16th Edition):

Ding, Liang. “Information Diffusion across Financial Markets.” 2010. Doctoral Dissertation, Kent State University. Accessed April 09, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=kent1281058095.

MLA Handbook (7th Edition):

Ding, Liang. “Information Diffusion across Financial Markets.” 2010. Web. 09 Apr 2020.

Vancouver:

Ding L. Information Diffusion across Financial Markets. [Internet] [Doctoral dissertation]. Kent State University; 2010. [cited 2020 Apr 09]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=kent1281058095.

Council of Science Editors:

Ding L. Information Diffusion across Financial Markets. [Doctoral Dissertation]. Kent State University; 2010. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=kent1281058095


University of California – Santa Cruz

21. Asensio, Ivan Oscar. Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility.

Degree: Economics, 2013, University of California – Santa Cruz

 Chapter I contains a literature review on the forecast bias of implied volatility based on the two fundamental questions addressed in the literature. Does implied… (more)

Subjects/Keywords: Finance; Business; Economics, Commerce-Business; exchange rates; financial openness; implied volatility; options; VIX; volatility forecasting

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Asensio, I. O. (2013). Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility. (Thesis). University of California – Santa Cruz. Retrieved from http://www.escholarship.org/uc/item/5j25b8m5

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Asensio, Ivan Oscar. “Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility.” 2013. Thesis, University of California – Santa Cruz. Accessed April 09, 2020. http://www.escholarship.org/uc/item/5j25b8m5.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Asensio, Ivan Oscar. “Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility.” 2013. Web. 09 Apr 2020.

Vancouver:

Asensio IO. Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility. [Internet] [Thesis]. University of California – Santa Cruz; 2013. [cited 2020 Apr 09]. Available from: http://www.escholarship.org/uc/item/5j25b8m5.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Asensio IO. Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility. [Thesis]. University of California – Santa Cruz; 2013. Available from: http://www.escholarship.org/uc/item/5j25b8m5

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Bardel, David. Société, économie et territoires à l'âge de Fer dans le centre-est de la France : analyse des corpus céramiques des habitats du Hallstatt D - La Tène A (VIIe - Ve siècle av. J.-C.) : Society, economy and territories during the Iron age in the Central-Eastern France : analysis of ceramic corpus habitat of Hallstatt D - La Tène A period (VIIe - Ve BC).

Degree: Docteur es, Archéologie, 2012, Université de Bourgogne

 Cette recherche doctorale est consacrée à l’étude de la vaisselle céramique des territoires du Centre-Est de la France (Île-de-France, sud de la Champagne et nord… (more)

Subjects/Keywords: Hallstatt; La Tène; Céramique; Typologie; Chronologie; Faciès; Économie; Habitats; Vix; Celtes; No english keywords; 930.1

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APA (6th Edition):

Bardel, D. (2012). Société, économie et territoires à l'âge de Fer dans le centre-est de la France : analyse des corpus céramiques des habitats du Hallstatt D - La Tène A (VIIe - Ve siècle av. J.-C.) : Society, economy and territories during the Iron age in the Central-Eastern France : analysis of ceramic corpus habitat of Hallstatt D - La Tène A period (VIIe - Ve BC). (Doctoral Dissertation). Université de Bourgogne. Retrieved from http://www.theses.fr/2012DIJOL043

Chicago Manual of Style (16th Edition):

Bardel, David. “Société, économie et territoires à l'âge de Fer dans le centre-est de la France : analyse des corpus céramiques des habitats du Hallstatt D - La Tène A (VIIe - Ve siècle av. J.-C.) : Society, economy and territories during the Iron age in the Central-Eastern France : analysis of ceramic corpus habitat of Hallstatt D - La Tène A period (VIIe - Ve BC).” 2012. Doctoral Dissertation, Université de Bourgogne. Accessed April 09, 2020. http://www.theses.fr/2012DIJOL043.

MLA Handbook (7th Edition):

Bardel, David. “Société, économie et territoires à l'âge de Fer dans le centre-est de la France : analyse des corpus céramiques des habitats du Hallstatt D - La Tène A (VIIe - Ve siècle av. J.-C.) : Society, economy and territories during the Iron age in the Central-Eastern France : analysis of ceramic corpus habitat of Hallstatt D - La Tène A period (VIIe - Ve BC).” 2012. Web. 09 Apr 2020.

Vancouver:

Bardel D. Société, économie et territoires à l'âge de Fer dans le centre-est de la France : analyse des corpus céramiques des habitats du Hallstatt D - La Tène A (VIIe - Ve siècle av. J.-C.) : Society, economy and territories during the Iron age in the Central-Eastern France : analysis of ceramic corpus habitat of Hallstatt D - La Tène A period (VIIe - Ve BC). [Internet] [Doctoral dissertation]. Université de Bourgogne; 2012. [cited 2020 Apr 09]. Available from: http://www.theses.fr/2012DIJOL043.

Council of Science Editors:

Bardel D. Société, économie et territoires à l'âge de Fer dans le centre-est de la France : analyse des corpus céramiques des habitats du Hallstatt D - La Tène A (VIIe - Ve siècle av. J.-C.) : Society, economy and territories during the Iron age in the Central-Eastern France : analysis of ceramic corpus habitat of Hallstatt D - La Tène A period (VIIe - Ve BC). [Doctoral Dissertation]. Université de Bourgogne; 2012. Available from: http://www.theses.fr/2012DIJOL043


University of Otago

23. Srivastava, Sasha. The Determinants of Sovereign Credit Default Swap Spreads .

Degree: 2011, University of Otago

 Sovereign Credit default swaps (sovereign CDS) have come into the limelight recently as a result of the economic quagmire of a crisis the global economy… (more)

Subjects/Keywords: Sovereign Credit Default Swap Spreads; CDS; Macroeconomic Determinants; VIX; Granger Causality; ordered logistic regression

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APA (6th Edition):

Srivastava, S. (2011). The Determinants of Sovereign Credit Default Swap Spreads . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1644

Chicago Manual of Style (16th Edition):

Srivastava, Sasha. “The Determinants of Sovereign Credit Default Swap Spreads .” 2011. Masters Thesis, University of Otago. Accessed April 09, 2020. http://hdl.handle.net/10523/1644.

MLA Handbook (7th Edition):

Srivastava, Sasha. “The Determinants of Sovereign Credit Default Swap Spreads .” 2011. Web. 09 Apr 2020.

Vancouver:

Srivastava S. The Determinants of Sovereign Credit Default Swap Spreads . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10523/1644.

Council of Science Editors:

Srivastava S. The Determinants of Sovereign Credit Default Swap Spreads . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1644


Universidade Nova

24. Ricciardi, Andrea. Exploiting the cointrgration between vix and CDS in a credit market timing model.

Degree: 2016, Universidade Nova

 We investigate the cointegration between VIX and CDS indices, and the possibility of exploiting it in an existing credit market timing investment model. We find… (more)

Subjects/Keywords: Cointegration; VIX; Credit default swaps; Pairs trading; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Ricciardi, A. (2016). Exploiting the cointrgration between vix and CDS in a credit market timing model. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ricciardi, Andrea. “Exploiting the cointrgration between vix and CDS in a credit market timing model.” 2016. Thesis, Universidade Nova. Accessed April 09, 2020. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ricciardi, Andrea. “Exploiting the cointrgration between vix and CDS in a credit market timing model.” 2016. Web. 09 Apr 2020.

Vancouver:

Ricciardi A. Exploiting the cointrgration between vix and CDS in a credit market timing model. [Internet] [Thesis]. Universidade Nova; 2016. [cited 2020 Apr 09]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ricciardi A. Exploiting the cointrgration between vix and CDS in a credit market timing model. [Thesis]. Universidade Nova; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

25. Nilsson, Emma. Volatilitetsprediktion för S&P 500 : - en utvärdering av prediktionsförmågan för historisk konditionell och optionsbaserad volatilitet.

Degree: Economics, 2008, Uppsala University

  I denna uppsats jämförs hur väl tre historiskt baserade konditionella GARCH-modeller samt en naiv historisk modell predikterar volatiliteten för Standard & Poors 500 Composite… (more)

Subjects/Keywords: Volatilitet; VIX; GARCH; optioner; Economics; Nationalekonomi

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APA (6th Edition):

Nilsson, E. (2008). Volatilitetsprediktion för S&P 500 : - en utvärdering av prediktionsförmågan för historisk konditionell och optionsbaserad volatilitet. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8566

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nilsson, Emma. “Volatilitetsprediktion för S&P 500 : - en utvärdering av prediktionsförmågan för historisk konditionell och optionsbaserad volatilitet.” 2008. Thesis, Uppsala University. Accessed April 09, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8566.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nilsson, Emma. “Volatilitetsprediktion för S&P 500 : - en utvärdering av prediktionsförmågan för historisk konditionell och optionsbaserad volatilitet.” 2008. Web. 09 Apr 2020.

Vancouver:

Nilsson E. Volatilitetsprediktion för S&P 500 : - en utvärdering av prediktionsförmågan för historisk konditionell och optionsbaserad volatilitet. [Internet] [Thesis]. Uppsala University; 2008. [cited 2020 Apr 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8566.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nilsson E. Volatilitetsprediktion för S&P 500 : - en utvärdering av prediktionsförmågan för historisk konditionell och optionsbaserad volatilitet. [Thesis]. Uppsala University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8566

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Saskatchewan

26. Chen, Junye 1993-. Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options.

Degree: 2017, University of Saskatchewan

 This paper analyzes the intraday variation of option bid-ask spreads. We find an L-shaped spread pattern for options confirming the findings of Chan et al.… (more)

Subjects/Keywords: option bid-ask spread; option depth; intraday variation; information asymmetry; moneyness; hedging cost; VIX

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APA (6th Edition):

Chen, J. 1. (2017). Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/8317

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Junye 1993-. “Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options.” 2017. Thesis, University of Saskatchewan. Accessed April 09, 2020. http://hdl.handle.net/10388/8317.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Junye 1993-. “Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options.” 2017. Web. 09 Apr 2020.

Vancouver:

Chen J1. Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options. [Internet] [Thesis]. University of Saskatchewan; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10388/8317.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen J1. Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options. [Thesis]. University of Saskatchewan; 2017. Available from: http://hdl.handle.net/10388/8317

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

27. Chen, Hsiang-Chen. An Empirical Study of Influential Factors on Gold Passbook Price.

Degree: Master, Economics, 2013, NSYSU

 The purpose of the study is to find out the relationships between USD to TWD exchange rate, volatility index (VIX), SPDR GOLD Shares and the… (more)

Subjects/Keywords: Granger Causality Test; gold passbook; SPDR GOLD Shares; Johansen Cointegration Test; Unit Root Test; VIX Index; Exchange Rate

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, H. (2013). An Empirical Study of Influential Factors on Gold Passbook Price. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801113-233630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Hsiang-Chen. “An Empirical Study of Influential Factors on Gold Passbook Price.” 2013. Thesis, NSYSU. Accessed April 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801113-233630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Hsiang-Chen. “An Empirical Study of Influential Factors on Gold Passbook Price.” 2013. Web. 09 Apr 2020.

Vancouver:

Chen H. An Empirical Study of Influential Factors on Gold Passbook Price. [Internet] [Thesis]. NSYSU; 2013. [cited 2020 Apr 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801113-233630.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen H. An Empirical Study of Influential Factors on Gold Passbook Price. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801113-233630

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Φάσσας, Αθανάσιος. Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα.

Degree: 2009, University of Patras

Η ακριβής πρόβλεψη της μελλοντικής μεταβλητότητας αποδεικνύεται ιδιαίτερα χρήσιμη για την τιμολόγηση παραγώγων προϊόντων και την αντιστάθμιση κινδύνων στη διαχείριση χαρτοφυλακίων. H τεκμαρτή μεταβλητότητα, όπως… (more)

Subjects/Keywords: Πρόβλεψη μεταβλητότητας; Δείκτες τεκμαρτής μεταβλητότητας; Χρηματιστήριο Αθηνών; Διάχυση μεταβλητότητας; 332.632 2; Forecasting volatility; Implied volatility indices; Athens Stock Exchange; VIX

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Φάσσας, . (2009). Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα. (Doctoral Dissertation). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/1769

Chicago Manual of Style (16th Edition):

Φάσσας, Αθανάσιος. “Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα.” 2009. Doctoral Dissertation, University of Patras. Accessed April 09, 2020. http://nemertes.lis.upatras.gr/jspui/handle/10889/1769.

MLA Handbook (7th Edition):

Φάσσας, Αθανάσιος. “Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα.” 2009. Web. 09 Apr 2020.

Vancouver:

Φάσσας . Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα. [Internet] [Doctoral dissertation]. University of Patras; 2009. [cited 2020 Apr 09]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/1769.

Council of Science Editors:

Φάσσας . Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα. [Doctoral Dissertation]. University of Patras; 2009. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/1769


University of Illinois – Chicago

29. Khagleeva, Inna. Understanding Jumps in the High-Frequency VIX.

Degree: 2014, University of Illinois – Chicago

 This thesis provides a comprehensive nonparametric study of volatility jumps and the leverage effect by examining high-frequency data on the VIX and S&P 500 from… (more)

Subjects/Keywords: volatility jumps; co-jumps; tests for jumps; errors in the VIX; the leverage effect; volatility of volatility.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Khagleeva, I. (2014). Understanding Jumps in the High-Frequency VIX. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/19090

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Khagleeva, Inna. “Understanding Jumps in the High-Frequency VIX.” 2014. Thesis, University of Illinois – Chicago. Accessed April 09, 2020. http://hdl.handle.net/10027/19090.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Khagleeva, Inna. “Understanding Jumps in the High-Frequency VIX.” 2014. Web. 09 Apr 2020.

Vancouver:

Khagleeva I. Understanding Jumps in the High-Frequency VIX. [Internet] [Thesis]. University of Illinois – Chicago; 2014. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10027/19090.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Khagleeva I. Understanding Jumps in the High-Frequency VIX. [Thesis]. University of Illinois – Chicago; 2014. Available from: http://hdl.handle.net/10027/19090

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

30. Mészáros, Ágnes. Implikált Volatiltás és a VIX .

Degree: DE – Természettudományi és Technológiai Kar – Matematikai Intézet, University of Debrecen

 Diplomamunkám témájának választásában befolyásolt az érdeklődés a pénzügy - szinte már az egész világ mozgatórugója - témaköre iránt. Mindig is izgalmas szakterületnek találtam ezt a… (more)

Subjects/Keywords: volatilitás; implikált volatilitás; S&P 500; VIX

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mészáros, . (n.d.). Implikált Volatiltás és a VIX . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/266721

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mészáros, Ágnes. “Implikált Volatiltás és a VIX .” Thesis, University of Debrecen. Accessed April 09, 2020. http://hdl.handle.net/2437/266721.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mészáros, Ágnes. “Implikált Volatiltás és a VIX .” Web. 09 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Mészáros . Implikált Volatiltás és a VIX . [Internet] [Thesis]. University of Debrecen; [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2437/266721.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Mészáros . Implikált Volatiltás és a VIX . [Thesis]. University of Debrecen; Available from: http://hdl.handle.net/2437/266721

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

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