![The Cross‐Section of Volatility and Expected Returns - ANG - 2006 - The Journal of Finance - Wiley Online Library The Cross‐Section of Volatility and Expected Returns - ANG - 2006 - The Journal of Finance - Wiley Online Library](https://onlinelibrary.wiley.com/cms/asset/3fff9128-8b48-436c-93d5-a589cf6b287e/jofi836-fig-0001-m.jpg)
The Cross‐Section of Volatility and Expected Returns - ANG - 2006 - The Journal of Finance - Wiley Online Library
![PDF) Hedging Equity Index Portfolios with Implied Volatility – Empirical Evidence from European Stock and Implied Volatility Futures Market 2010-2016 PDF) Hedging Equity Index Portfolios with Implied Volatility – Empirical Evidence from European Stock and Implied Volatility Futures Market 2010-2016](https://www.researchgate.net/profile/Valtteri-Maekilae/publication/327103367/figure/fig2/AS:661758373015552@1534786899571/Term-structure-of-VSTOXX-futures_Q320.jpg)
PDF) Hedging Equity Index Portfolios with Implied Volatility – Empirical Evidence from European Stock and Implied Volatility Futures Market 2010-2016
On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation: Quantitative Finance: Vol 16, No 1
![JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis | HTML JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis | HTML](https://www.mdpi.com/jrfm/jrfm-11-00023/article_deploy/html/images/jrfm-11-00023-g002.png)
JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis | HTML
![JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis | HTML JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis | HTML](https://www.mdpi.com/jrfm/jrfm-11-00023/article_deploy/html/images/jrfm-11-00023-g003.png)
JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis | HTML
A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China
![Risks | Free Full-Text | Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE | HTML Risks | Free Full-Text | Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE | HTML](https://www.mdpi.com/risks/risks-08-00012/article_deploy/html/images/risks-08-00012-g007.png)