{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,10,8]],"date-time":"2022-10-08T17:40:29Z","timestamp":1665250829346},"reference-count":21,"publisher":"Springer Science and Business Media LLC","issue":"9-10","license":[{"start":{"date-parts":[[2019,12,16]],"date-time":"2019-12-16T00:00:00Z","timestamp":1576454400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2019,12,16]],"date-time":"2019-12-16T00:00:00Z","timestamp":1576454400000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Multimed Tools Appl"],"published-print":{"date-parts":[[2020,3]]},"DOI":"10.1007\/s11042-019-08503-2","type":"journal-article","created":{"date-parts":[[2019,12,16]],"date-time":"2019-12-16T21:02:56Z","timestamp":1576530176000},"page":"6447-6461","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Research on wave image analysis in the implied volatility of stock options"],"prefix":"10.1007","volume":"79","author":[{"given":"Sisi","family":"Peng","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Wang","family":"Xin","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2019,12,16]]},"reference":[{"key":"8503_CR1","doi-asserted-by":"publisher","first-page":"61","DOI":"10.1016\/j.mulfin.2017.12.002","volume":"44","author":"A Dutta","year":"2018","unstructured":"Dutta A (2018) Oil and energy sector stock markets: An analysis of implied volatility indexes[J]. J Multinatl Financ Manag 44:61\u201368, S1042444X17302244","journal-title":"J Multinatl Financ Manag"},{"key":"8503_CR2","first-page":"651","volume":"11","author":"CH Campani","year":"2017","unstructured":"Campani CH, Fucci CE (2017) Term structure analysis of option implied volatility in the Brazilian market[J]. Appl Math Sci 11:651\u2013664","journal-title":"Appl Math Sci"},{"issue":"3","key":"8503_CR3","doi-asserted-by":"publisher","first-page":"271","DOI":"10.1108\/JAMR-09-2015-0062","volume":"13","author":"N Narain","year":"2016","unstructured":"Narain N, Nigam NK, Pandey P (2016) Behaviour and determinants of implied volatility in Indian market[J]. J Adv Manag Res 13(3):271\u2013291","journal-title":"J Adv Manag Res"},{"issue":"2","key":"8503_CR4","doi-asserted-by":"publisher","first-page":"22","DOI":"10.3905\/jod.2017.25.2.022","volume":"25","author":"JM Marks","year":"2017","unstructured":"Marks JM, Simon DP (2017) Sector option implied volatility dynamics and predictability[J]. J Deriv 25(2):22\u201342","journal-title":"J Deriv"},{"key":"8503_CR5","doi-asserted-by":"publisher","first-page":"201","DOI":"10.1016\/j.resourpol.2017.03.003","volume":"52","author":"E Bouri","year":"2017","unstructured":"Bouri E, Jain A, Biswal PC et al (2017) Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: evidence from implied volatility indices[J]. Resour Policy 52:201\u2013206","journal-title":"Resour Policy"},{"key":"8503_CR6","doi-asserted-by":"publisher","first-page":"445","DOI":"10.1016\/j.ribaf.2017.04.046","volume":"41","author":"SC Anagnostopoulou","year":"2017","unstructured":"Anagnostopoulou SC, Tsekrekos AE (2017) Accounting quality, information risk and the term structure of implied volatility around earnings announcements[J]. Res Int Bus Financ 41:445\u2013460, S0275531917301435","journal-title":"Res Int Bus Financ"},{"key":"8503_CR7","doi-asserted-by":"publisher","first-page":"202","DOI":"10.1016\/j.cam.2017.02.002","volume":"320","author":"G Orlando","year":"2017","unstructured":"Orlando G, Taglialatela G (2017) A review on implied volatility calculation[J]. J Comput Appl Math 320:202\u2013220","journal-title":"J Comput Appl Math"},{"issue":"2","key":"8503_CR8","first-page":"97","volume":"18","author":"WK H\u00e4rdle","year":"2017","unstructured":"H\u00e4rdle WK, Mungo J (2017) Long memory persistence in the factor of implied volatility dynamics[J]. Sfb Discus Pap 18(2):97\u2013100","journal-title":"Sfb Discus Pap"},{"key":"8503_CR9","unstructured":"Pati PC, Barai P, Rajib P (2017) Forecasting stock market volatility and information content of implied volatility index[J]. Appl Econ 50(23):2552\u20132568."},{"key":"8503_CR10","unstructured":"Shin JW, Shin DW (2017) Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility[J]. Commun Stat Simul Comput 48(5):1503\u20131515"},{"key":"8503_CR11","doi-asserted-by":"publisher","first-page":"638","DOI":"10.1016\/j.physa.2017.04.023","volume":"482","author":"SY Park","year":"2017","unstructured":"Park SY, Ryu D, Song J (2017) The dynamic conditional relationship between stock market returns and implied volatility[J]. Physica A 482:638\u2013648, S0378437117303230","journal-title":"Physica A"},{"issue":"3","key":"8503_CR12","doi-asserted-by":"publisher","first-page":"581","DOI":"10.1007\/s12197-016-9378-2","volume":"41","author":"E Anoruo","year":"2017","unstructured":"Anoruo E, Murthy VNR (2017) An examination of the REIT return\u2013implied volatility relation: a frequency domain approach[J]. J Econ Financ 41(3):581\u2013594","journal-title":"J Econ Financ"},{"key":"8503_CR13","first-page":"1750032","volume":"1","author":"I Matic","year":"2017","unstructured":"Matic I, Radoicic R, Stefanica D (2017) P\u00f3lya-based approximation for the ATM-forward implied volatility[J]. Soc Sci Electron Pub 1:1750032","journal-title":"Soc Sci Electron Pub"},{"issue":"3","key":"8503_CR14","doi-asserted-by":"publisher","first-page":"763","DOI":"10.1007\/s13160-017-0270-z","volume":"34","author":"CH Han","year":"2017","unstructured":"Han CH, Kuo CL (2017) Monte Carlo calibration to implied volatility surface under volatility models[J]. Jpn J Ind Appl Math 34(3):763\u2013778","journal-title":"Jpn J Ind Appl Math"},{"issue":"4","key":"8503_CR15","doi-asserted-by":"crossref","first-page":"1185","DOI":"10.3934\/jimo.2015.11.1185","volume":"11","author":"JM Romo","year":"2015","unstructured":"Romo JM (2015) A closed-form solution for outperformance options with stochastic correlation and stochastic volatility[J]. J Ind Manag Optim 11(4):1185\u20131209","journal-title":"J Ind Manag Optim"},{"issue":"2","key":"8503_CR16","first-page":"139","volume":"13","author":"M Williams","year":"2017","unstructured":"Williams M (2017) The impact of quantitative easing on asset price comovement[J]. Int Finan Markets 13(2):139\u2013163","journal-title":"Int Finan Markets"},{"key":"8503_CR17","doi-asserted-by":"crossref","unstructured":"Anagnostopoulou SC, Ferentinou AC, Tsaousis PA et al (2016) The options market reaction to bank loan announcements[J]. J Financ Serv Res","DOI":"10.1007\/s10693-016-0243-4"},{"issue":"04","key":"8503_CR18","doi-asserted-by":"publisher","first-page":"1750047","DOI":"10.1142\/S2424786317500475","volume":"04","author":"Y Li","year":"2017","unstructured":"Li Y (2017) A mean bound financial model and options pricing[J]. Int J Finan Eng 04(04):1750047","journal-title":"Int J Finan Eng"},{"issue":"1","key":"8503_CR19","doi-asserted-by":"publisher","first-page":"235","DOI":"10.1093\/mnras\/284.1.235","volume":"284","author":"G Yepes","year":"1997","unstructured":"Yepes G, Kates R, Khokhlov A et al (1997) Hydrodynamical simulations of galaxy formation: effects of supernova feedback[J]. Mon Not R Astron Soc 284(1):235\u2013256","journal-title":"Mon Not R Astron Soc"},{"key":"8503_CR20","unstructured":"Sesana A, Haiman Z, Kocsis B et al (2017) Testing the binary hypothesis: pulsar timing constraints on supermassive black hole binary candidates[J]. Astrophys J 856(1):42."},{"key":"8503_CR21","doi-asserted-by":"publisher","unstructured":"Lv Z, Hu B, Lv H (2019) Infrastructure monitoring and operation for smart cities based on IoT system[J]. IEEE Trans Ind Inf. https:\/\/doi.org\/10.1109\/TII.2019.2913535.","DOI":"10.1109\/TII.2019.2913535"}],"container-title":["Multimedia Tools and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11042-019-08503-2.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11042-019-08503-2\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11042-019-08503-2.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,10,8]],"date-time":"2022-10-08T16:58:31Z","timestamp":1665248311000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11042-019-08503-2"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,12,16]]},"references-count":21,"journal-issue":{"issue":"9-10","published-print":{"date-parts":[[2020,3]]}},"alternative-id":["8503"],"URL":"https:\/\/doi.org\/10.1007\/s11042-019-08503-2","relation":{},"ISSN":["1380-7501","1573-7721"],"issn-type":[{"value":"1380-7501","type":"print"},{"value":"1573-7721","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,12,16]]},"assertion":[{"value":"20 June 2019","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"22 September 2019","order":2,"name":"revised","label":"Revised","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"19 November 2019","order":3,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"16 December 2019","order":4,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}