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    1. Impacts of oil implied volatility shocks on stock implied volatility in China: (...)

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LS8NAEF6KF734BuuLPXg0Jptkk42UgtYG9aYUxFNIthMbbdPaxy_xDzu7yaoF6UEhl4QZSDLDt7PLN98QcsacDJw0BMvhKVi-kL6VCn0c5jP0wAyTqnf4Sdw_uw-PIu40SMf0wihaZY39FaZrtK6f2PXftCdFYWtaUiQE5pCnFQgRh7GaUJkd31x_0zwCPaNT0xiVtVEe0hwvhBOpOgBZpLU71dDz31anHytOvEVK866abn1R0U2qg4clHrYRdPznZ22Tzbo2pVeV3Q5pQLlL1k3r8myPfNzpnsoZHed0XAxpa9AuRrqKpYhyGGNV07fsQZvOBoizaFdSLC7l2wrLoqR6hvcl7Y4mhRYsoVCPOqWq-YWm9H2B8Uf4olN4qXi7JTVi6PukF3d7nVurnupgSS8Qc4txGeKSGOFeM49kGAIDzqToM3ByyZVyssAtFhORAAeAB5nnhakLuY87QUw374BQl2csdWWQ5szz0SqTYZ_3uchz8EPwoElcE8VE1lLnauLGMDGcttdEhz5RoU8chlfQJOdfTpNK6WO1eWDSI1mKbIJr0SrHw786HpENdVexLY_J2ny6gJNqhsWpzvlPNgkNRg

      by Ouyang, Guangda; Xiao, Jihong; Wen, Fenghua and Hu, Chunyan

      Energy Economics, Volume 80, pp. 297 - 309

      Journal Article : Full Text Online

      View Article PDF

    2. Implied volatility directional forecasting: a machine learning approach

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1PS8MwFA_qQbz4H5zOkYPXbk2arpmMgQzLEEGUiewU0jRxhyli5_fxs_jJzEuTYQ-yw449vNIkL-9ff-_3ELoicaFjmekoTqWOGFcsktyVwxixElbDFPQOv_C7GX184vnYowkrD6uEHNrURBHOVsPllkUVEHE9e7mtE-UAzKKkaz1ayvvQwgepjdXoaX6_-o-Qxg7kARIRiIQenv_e0vBODe7Spq2m3gHlB2gRPt2hr7s1-qSuQzRg2YHfcaNVHqJ9H6jim1qzjtCWfj9GuwEnf4IehvMRUAvbEBZbE2cPGAL6YW8-wrWbdDVGbJemlawAXH2N5c_3mwNvauynVbziQGp-ip7z2-l4EvnpDJFiWbqMaCKtcSiJkrSQLsVOlC5jYwMC2S8hkeOUSJUZOuDaBiKsz5SKFXS7Gs5Kk5whTNOCSKr60pCE6VgXKivTMuXGaJbpRLcQC8chlOcsh9EZC0E8tWnYJQG7JPwutVB3JfZRk3asExj8PWuxdNUSU482Ecka2XZQDOHvfyWsIRxQCjWi8w1efYH24NFhB5M22ll-funLempFB23Hs0nHafsvIEf7uA

      by Vrontos, Ioannis D.; Galakis, John and Vrontos, Spyridon D.

      Quantitative Finance, Volume 21, Issue 10, pp. 1687 - 1706

      Journal Article : Full Text Online

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    3. The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV1LT9wwEB4trFT1AvQhQaErH3qqSMnDjh2EqMI-YCuabaEUwSV1Ykcc0O62uz3sv-84jtnSSnviFMmOpUQznvlsf_4G4F3gF9qXXHs-k9qjoqSeFPV2GA1wBHpYae4OX4tPN-HXCzHotiBzd2EMrdLFxDpQq0lp9sgPQsFizH6Y0j5Of3qmapQ5XXUlNGRTWsGc0LBErEHbKJeH69BOs-Hodhmbw0aoEZdghpLozjlrEWlsrGmKkQE-RplvqbbwOGv9FbSjJhMNNmHh_qGmYX-wNBS7IfGIn-2EHp_ud7dgo4GvJLX-9gJaevwSnjn2_Cv4gW5HRuP7Bela4DknwxmxVxgOSTYZl6756O74-8QQ8cw64Ojg7pjIsTKtRq8YcTH5p_dyivBWzV7D1aD_rXvmNUUcvBLXinOv4AVNlKaRllRUAqc_R4ijQh7rhDFJeRwnleSBCihD7CzQOXQhETaJWCaRktE2kJAVgQzLWFZBRLWvi5IrppioKk25jvQO7D9YKm_m4Cy3_DWe_2fYHfCdMfOyUUI3BTnuVw15_zBkamVAVr2852y6_JqlQd-s7t6F56akvSUZ7sH6_Ndv_daWqujAGr--6cB2ev45za-yFBPuadbv5Wej894wO73sNP6Oz5N-9uXiD8ROCCY

      by Petkevich, Alex; Campbell, T. Colin and Gallmeyer, Michael

      Journal Of Financial And Quantitative Analysis, Volume 58, Issue 5, pp. 2190 - 2227

      Journal Article : Full Text Online

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    1. Implied volatility functions : empirical tests

      https://find.library.duke.edu/catalog/DUKE002106384

      Bernard Dumas, Jeff Fleming, Robert E. Whaley.

      Book

      This item is currently Not Available Goodson Law Library, HB1 .N37 no.5500 c.1

    2. Stochastic implied volatility : a factor-based model

      https://find.library.duke.edu/catalog/DUKE003440202

      Reinhold Hafner.

      Check Holdings for this item's availability Perkins & Bostock Library, T57.6.A1 L438 v.545 

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    3. Semiparametric modeling of implied volatility

      https://find.library.duke.edu/catalog/DUKE99119538817108501

      Matthias R. Fengler.

      Book : View Online

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    1. Commodities, Futures & Options - Financial Markets - LibGuides at Duke University

      https://guides.library.duke.edu/c.php?g=289962&p=1931952

      OptionMetrics via WRDS - is a comprehensive source of historical price and implied volatility data for the US equity and index (...)

    2. 654269113_EDU_Getting_Started_USRG_US_DIG.indd

      https://library.fuqua.duke.edu/docs/student-bloomberg-guide-2016.pdf

      OAS1 allows you to create custom credit curves and to determine the implied volatility assumptions that the market uses to (...)

    3. Select Business Databases A-Z - Ford Library

      https://library.fuqua.duke.edu/databases/

      OptionMetrics via WRDS has historical price and implied volatility data for the US equity and index options markets.

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    1. Essays on implied volatility in the equity & currency markets

      https://find.library.duke.edu/catalog/DUKE003258991

      by Emma Rasiel.

      Archival and manuscript material, Book

      Check Holdings for this item's availability Library Service Center, University Archives

    2. Implied volatility patterns and the Dot-Com crash : a repeat of the 1987 stock market crash (...)

      https://find.library.duke.edu/catalog/DUKE003381366

      Patrick P. Dickinson.

      Archival and manuscript material, Book

      This item is currently Available University Archives, 330 D877, 2003-DI 

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