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type_genre:"Article in journal"
type_genre:"Ranking"
~isPartOf:"The journal of futures markets"
~person:"Huang, Zhuo"
~person:"Narayan, Paresh Kumar"
~type_genre:"Non-commercial literature"
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2
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The journal of futures markets
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ECONIS (ZBW)
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1
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
2
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
3
A factor analytical approach to the efficient futures market hypothesis
Westerlund, Joakim
;
Norkute, Milda
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 357-370
Persistent link: https://www.econbiz.de/10011348416
Saved in:
4
Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1024-1045
Persistent link: https://www.econbiz.de/10010255105
Saved in:
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