Log in

Relevant bibliographies by topics / The CBOE Volatility Index / Books

To see the other types of publications on this topic, follow the link: The CBOE Volatility Index.

Books on the topic 'The CBOE Volatility Index'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 22 books for your research on the topic 'The CBOE Volatility Index.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Hodgson, Allan. Volatility and index futures options. [s.l.]: [s.n.], 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

2

Cassese, Gianluca. Modelling the MIB30 implied volatility surface: Does efficiency matter? [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

Gonçalves, Silva. Predictable dynamics in the S&P 500 index options implied volatility surface. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

Engle, R. F. Index-option pricing with stochastic volatility and the value of accurate variance forecasts. Cambridge, MA: National Bureau of Economic Research, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

Schwert, G. William. Stock volatility in the new millennium: How wacky is Nasdaq? Cambridge, MA: National Bureau of Economic Research, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

MacDonald, Ronald. Stock prices, dividends, efficiency and excessive volatility: Some evidence for the FT ordinary share index. Aberdeen: University of Aberdeen. Department of Economics, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

Thosar, Satish. Increased stock volatility and excess returns in the index futures trading era: New evidence from additions to the S&P500 index. Boston, MA: Boston University, School of Management, 1992.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Augen, Jeffrey. The volatility edge in options trading: New technical strategies for trading equity and index options in unstable markets. Upper Saddle River, N.J: FT Press, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

Giblin, Paul R. The impact of volatility on the levels of basis, open interest and volume in the FTSE 100 index futures market. Dublin: Universitry College Dublin, 1995.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

United States. Congress. House. Committee on Agriculture. Subcommittee on Conservation, Credit, and Rural Development. Review of recent volatility in the stock market and the stock index futures markets: Hearing before the Subcommittee on Conservation, Credit, and Rural Development of the Committee on Agriculture, House of Representatives, One Hundredth Congress, first session, November 4, 1987. Washington: U.S. G.P.O., 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

11

United States. Congress. House. Committee on Agriculture. Subcommittee on Conservation, Credit, and Rural Development. Review of recent volatility in the stock market and the stock index futures markets: Hearing before the Subcommittee on Conservation, Credit, and Rural Development of the Committee on Agriculture, House of Representatives, One Hundredth Congress, first session, November 4, 1987. Washington: U.S. G.P.O., 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

12

CBOE 250 futures: Asset allocation : restructuring portfolio risk. [Chicago]: The Board :the Chicago Board Options Exchange, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

13

CBOE 250 futures: Index characteristics and composition : futures contract terms and uses. [Chicago]: The Board, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

14

Library of Congress. Congressional Research Service, ed. Program trading: Efficiency and volatility in the securities markets. Washington, D.C: Library of Congress, Congressional Research Service, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

15

Program trading: Efficiency and volatility in the securities markets. Washington, D.C: Library of Congress, Congressional Research Service, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

16

Larson, Donald F. Food Prices and Food Price Volatility. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0022.

Full text

Abstract:

This chapter examines food prices from 1900 to 2015. Despite growing populations, rising incomes, new technologies, globalization, and the emergence of commodities as an asset class, no trends are evident in food price levels or volatility. Still, food prices have averaged higher since 2010, harming the poor and raising fears that agricultural productivity growth has slowed. Consistently since 1900, food prices have been more volatile than the prices of manufactured goods and most other commodity groups. This relation drives terms-of-trade volatility, which slows economic growth. At the farm level, price volatility impedes investment and technology adoption, and encourages low-income livelihood strategies. Past policies to manage food prices have not worked and governments have shifted to policies aimed at mitigating the consequences of high and volatile food prices. Extending the reach of risk markets, warehouse receipt systems, index insurance, and contract farming can be useful policy components.

APA, Harvard, Vancouver, ISO, and other styles

17

VIX Index and Volatility-Based Global Indexes and Trading Instruments: A Guide to Investment and Trading Features. CFA Institute Research Foundation, 2020.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

18

VIX Index and Volatility-Based Global Indexes and Trading Instruments: A Guide to Investment and Trading Features. CFA Institute Research Foundation, 2020.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

19

Auinger, Florian. The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability. Springer Gabler, 2015.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

20

D, Reams Bernard, ed. The Stock market crash of October 1987: Federal documents and materials on the volatility of the stock market and stock index futures markets. Buffalo, N.Y: W.S. Hein, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

21

Reams, Bernard D. The Stock Market Crash of October, 1987: Federal Documents and Materials on the Volatility of the Stock Market and Stock Index Futures Markets, Set. William S. Hein & Company, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

22

Quintana, José Mario, Carlos Carvalho, James Scott, and Thomas Costigliola. Extracting S&P500 and NASDAQ Volatility: The Credit Crisis of 2007–2008. Edited by Anthony O'Hagan and Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.13.

Full text

Abstract:

This article demonstrates the utility of Bayesian modelling and inference in financial market volatility analysis, using the 2007-2008 credit crisis as a case study. It first describes the applied problem and goal of the Bayesian analysis before introducing the sequential estimation models. It then discusses the simulation-based methodology for inference, including Markov chain Monte Carlo (MCMC) and particle filtering methods for filtering and parameter learning. In the study, Bayesian sequential model choice techniques are used to estimate volatility and volatility dynamics for daily data for the year 2007 for three market indices: the Standard and Poor’s S&P500, the NASDAQ NDX100 and the financial equity index called XLF. Three models of financial time series are estimated: a model with stochastic volatility, a model with stochastic volatility that also incorporates jumps in volatility, and a Garch model.

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!