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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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Search: subject:"Stochastic Volatility"
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Asia-Pacific financial markets
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Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
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1
Leverage effect in cryptocurrency markets
Huang, Jing-Zhi
;
Ni, Jun
;
Xu, Li
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013389124
Saved in:
2
Incorporating realized quarticity into a realized
stochastic
volatility
model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
3
VIX forecast under different volatility specifications
Wang, Ying
;
Wong, Hoi Ying
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10011797619
Saved in:
4
Understanding delta-hedged option returns in
stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
5
Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.
;
Cohen, Michael
;
Boulter, Terry
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
Saved in:
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