SSRN Electronic Journal · 2009 · 18 citations · 25 references
BusinessEconomicsFinanceFinancial EconomicsForecastingQuantitative FinanceAsset Pricing EmpiricsForecast EvaluationImplied VolatilityTime Series ForecastingVolatility AnalysisVolatility ModelingBlack-scholes ModelForecast CalibrationForecast Performance EvaluationImplied Volatility EstimationImplied Volatility ForecastingTime Series Volatility ModelingVolatilityVolatility Forecasting
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
The distribution of realized stock return volatility
Torben G. Andersen · Journal of Financial Economics · 2001 · 2.4K citations
Peter Carr, Liuren Wu · Review of Financial Studies · 2008 · 1.4K citations
Business, Finance, Risk Management +15