College of Business
140 Seventh Avenue South
St. Petersburg, FL 33701-5016
University of South Florida St. Petersburg
in Total Papers Downloads
in Total Papers Citations
implied volatility, options, market efficiency
Option Greeks, hedging, Delta, Gamma, Vega
Options, Greeks, Delta, Gamma
event studies, bonds, financial econometrics
GARCH, EGARCH, volatility, options
GARCH, EGARCH, options, volatility, volatility forecasting, value-at-risk
Implied volatility, asymmetric volatility, GARCH, EGARCH, volatility
GARCH, EGARCH, volatility, value-at-risk
Volatility, GARCH, forecasting
dealer spreads, market-making costs, search costs, bond transaction costs
implied volatility, volatility smile, variance risk premium, GARCH, conditional heteroskedasticity
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