Volatility surfaces: theory, rules of thumb, and empirical evidence

By Toby Daglish, John C. Hull, W. Suo. 2007

84 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/a87a0a19ec39abdbf0f17e0da198b5861a8f2a36

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Stephen Figlewski
2. Robert F. Engle
3. Andrew J. Patton
4. Kevin Sheppard
5. Christian M. Hafner
6. N. Shephard
7. George Filis
8. Timo Teräsvirta

Citations in the corpus

• Modeling the Dynamics of Correlations Among Implied Volatilities (2015, background): “4 See Cont and da Fonseca (2002) or Daglish et al. (2007).”