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~isPartOf:"International review of financial analysis"
~person:"Xu, Yaofei"
~subject:"Volatility"
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Volatility
Credit derivative
2
Derivat
2
Derivative
2
Implied volatility
2
Kreditderivat
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Volatilität
2
CDS
1
Credit default swap
1
Credit risk
1
Default probability
1
Information value
1
Informationswert
1
Kreditrisiko
1
Options
1
State space model
1
Swap
1
Trading strategies
1
Unit recovery claim
1
Unscented Kalman filter
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Zustandsraummodell
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Xu, Yaofei
Shi, Yukun
2
Yan, Cheng
2
Agarwalla, Sobhesh Kumar
1
Badshah, Ihsan Ullah
1
Bugge, Sebastian A.
1
Chen, Chun-Da
1
Chen, Ding
1
Frijns, Bart
1
Guo, Biao
1
Guttormsen, Haakon J.
1
Hilliard, Jitka
1
Huang, Hong-Gia
1
Jacob, Joshy
1
Jobst, Andreas A.
1
Knif, Johan
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Le, Van
1
Lee, Mingchih
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Liu, Qing
1
López, Raquel
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Molnár, Peter
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Omole, John
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Pandey, Ajay
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Ringdal, Martin
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Sensoy, Ahmet
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Spyrou, Spyros I.
1
Stasinakis, Charalampos
1
Sui, Cong
1
Tissaoui, Kais
1
Tourani Rad, Alireza
1
Tsai, Wei-Che
1
Wang, Shouyang
1
Yang, J. Jimmy
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Zurbruegg, Ralf
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International review of financial analysis
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Quantitative finance
1
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ECONIS (ZBW)
2
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Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
2
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
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