Author Search Results

1

Implied adjusted volatility functions: Empirical evidence from Australian index option market

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2015

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Article

2

An investigation of implied volatility during financial crisis: Evidence from Australian index options

by Abdullah, Mimi Hafizah, Harun, Hanani Farhah
Published 2014

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3

An investigation of implied volatility during financial crisis: evidence from Australian index options

by Abdullah, Mimi Hafizah, Harun, Hanani Farhah
Published 2014

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4

Implied adjusted volatility functions: empirical evidence from Australian index option market

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2014

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5

Empirical performance of a model-free volatility against the different option strike size discreteness

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2018

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6

Empirical performance of a model-free volatility against the different option strike size discreteness

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2019

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Article

7

Wavelet improved option-implied moments: an empirical study

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2019

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8

The performance of higher moments estimators: an empirical study

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2019

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Article

9

Option-implied adjusted volatility using modified generalised Leland Models: an empirical study on Dow Jones industrial average index options

by Abdullah, Mimi Hafizah, Harun, Hanani Farhah
Published 2020

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Article

10

Correcting for risk premium on extended generalised Leland models: an empirical study on Dow Jones Industrial Average (DJIA) index options

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2021

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11

Extending generalised Leland option pricing models: simulation using Monte Carlo

by Abdullah, Mimi Hafizah, Harun, Hanani Farhah
Published 2022

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12

Implied volatility functions of BS versus Leland: empirical evidence from Australian index option market

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2022

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13

Wavelet transform in stock prices forecasting and related financial data

by Harun, Hanani Farhah, Abdullah, Mimi Hafizah
Published 2023

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Proceeding Paper

14

Implied adjusted volatility by leland option pricing models: evidence from Australian index options

by Abdullah, Mimi Hafizah, Harun, Hanani Farhah, Nik Idris, Nik Ruzni
Published 2014

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15

Implied adjusted volatility by leland option pricing models: evidence from Australian index options

by Abdullah, Mimi Hafizah, Harun, Hanani Farhah, Nik Idris, Nik Ruzni
Published 2014

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Article

16

The impact of COVID-19 pandemic on the interconnectedness of stocks in Bursa Malaysia

by Bahaludin, Hafizah, Sristy, Sadia Tasnim, Abdullah, Mimi Hafizah, Harun, Hanani Farhah
Published 2021

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