Estimating and Using GARCH Models with VIX Data for Option ValuationJuho Kanniainen, Binghuan Lin2012-01-01articleJournal of Banking & Finance98 citationsgreenNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 98 citations exist upstream.References1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks1993Measuring and Testing the Impact of News on Volatility1976The pricing of commodity contracts1997Empirical Performance of Alternative Option Pricing Models2003Forecasting Volatility in Financial Markets: A Review1998Implied Volatility Functions: Empirical Tests1995THE GARCH OPTION PRICING MODEL2000A Closed-Form GARCH Option Valuation ModelCited by2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets2016Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach2017Regime Switching Vine Copula Models for Global Equity and Volatility Indices2015Option valuation with observable volatility and jump dynamics2016Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model2023Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries2015Does VIX or volume improve GARCH volatility forecasts?2018VIX term structure and VIX futures pricing with realized volatility