The information content of the implied volatility term structure on future returns

2018 ◽  
Vol 25 (2) ◽  
pp. 380-406 ◽  
Author(s):  
Yaw-Huei Wang ◽  
Kuang-Chieh Yen
Keyword(s):  
Information Content ◽  
Term Structure ◽  
Implied Volatility

Forward/forward volatilities and the term structure of implied volatility

1997 ◽  
Vol 4 (5) ◽  
pp. 325-328 ◽  
Author(s):  
Owain Ap Gwilym ◽  
Mike Buckle
Keyword(s):  
Term Structure ◽  
Implied Volatility

Term structure analysis of option implied volatility in the Brazilian market

2017 ◽  
Vol 11 ◽  
pp. 651-664
Author(s):  
Carlos Heitor Campani ◽  
Carlos Eduardo Fucci
Keyword(s):  
Term Structure ◽  
Structure Analysis ◽  
Implied Volatility
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