Discover open access scientific publications

Search, annotate, share and cite publications

Publications by T. T. Koorts

Implied Volatility and Warrant Issuing Strategies: Some Evidence From the Johannesburg Stock Exchange

South African Journal of Business Management
ManagementInternational ManagementBusinessStrategy
2002English

Related publications

The Role of Distribution and Volatility Specification in Value at Risk Estimation: Evidence From the Johannesburg Stock Exchange

Journal of Economic and Financial Sciences
2012English

Against the Herd: Contrarian Investment Strategies on the Johannesburg Stock Exchange

Journal of Economics and Behavioral Studies
2014English

Implied Cost of Capital Investment Strategies: Evidence From International Stock Markets

Annals of Finance
EconomicsEconometricsFinance
2013English

Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence From Emerging Market

International Journal of Economics and Finance
2016English

A Markov Regime Switching Approach to Estimating the Volatility of Johannesburg Stock Exchange (JSE) Returns

Investment Management and Financial Innovations
ManagementFinanceBusinessEconomicsInternational ManagementStrategyAccountingEconometrics
2019English

The 2008 UK Banking Crash: Evidence From Option Implied Volatility

2013English

An Empirical Evaluation in GARCH Volatility Modeling: Evidence From the Stockholm Stock Exchange

Journal of Mathematical Finance
2017English

Intraday Volatility Forecasting From Implied Volatility

International Journal of Managerial Finance
AccountingManagementFinanceBusiness
2011English

Foreign Exchange, Fractional Cointegration and the Implied–realized Volatility Relation

Journal of Banking and Finance
EconomicsEconometricsFinance
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy