Search results
Results from the WOW.Com Content Network
Financial Analysts Journal, (Mar/Apr 1999); pp. 73–82. Daigler, Robert T., and Laura Rossi. "A Portfolio of Stocks and Volatility." The Journal of Investing. (Summer 2006). Fleming, Jeff, Barbara Ostdiek, and Robert E. Whaley, "Predicting Stock Market Volatility: A New Measure," The Journal of Futures Markets 15 (May 1995), pp. 265–302.
Volatility as described here refers to the actual volatility, more specifically: . actual current volatility of a financial instrument for a specified period (for example 30 days or 90 days), based on historical prices over the specified period with the last observation the most recent price.
The following is a list of scholarly journals in economics containing most of the prominent academic journals in economics. Popular magazines or other publications related to economics , finance , or business are not listed.
Volatility is up, and the S&P 500 chalked both its best and worst day of the year this past week. And that you can have both in the span of a few days is an important market lesson.
Bottom line. The VIX is an index that measures expectations about future volatility. It tends to rise during times of market stress, making it an effective hedging tool for active traders.
The Journal of Computational Finance; The Journal of Credit Risk; Journal of Emerging Market Finance; The Journal of Entrepreneurial Finance; The Journal of Finance; Journal of Financial and Quantitative Analysis; Journal of Financial Economics; Journal of Financial Stability; Journal of Financial Studies; The Journal of Fixed Income; Journal ...
The Journal of Finance is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association. It was established in 1946. [ 1 ] The editor-in-chief is Antoinette Schoar .
Calculating fair value: By comparing implied volatility with historical volatility, you can determine whether an option is fairly priced. If IV is significantly higher than HV, it may suggest that ...