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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association"
~isPartOf:"The journal of futures markets"
~person:"Zhang, Jin E."
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Search: subject_exact:"Volatility"
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Volatility
10
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10
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4
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Zhang, Jin E.
Daigler, Robert T.
7
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6
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5
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MPRA Paper
International journal of forecasting
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
The journal of futures markets
Applied economics
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
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ECONIS (ZBW)
10
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
5
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
6
The term structure of VIX
Luo, Xingguo
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1092-1123
Persistent link: https://www.econbiz.de/10009697787
Saved in:
7
Causality in the VIX futures market
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10010218057
Saved in:
8
The CBOE S&P 500 three-month variance futures
Zhang, Jin E.
;
Huang, Yuqin
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 48-70
Persistent link: https://www.econbiz.de/10003962233
Saved in:
9
The new market for volatility trading
Zhang, Jin E.
;
Shu, Jinghong
;
Brenner, Menachem
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
Saved in:
10
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
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