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~subject:"Volatilität"
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Volatilität
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Chen, Yangyang
3
Bandi, Federico M.
2
Russell, Jeffrey R.
2
Truong, Cameron
2
Yang, Chen
2
Chen, Xian
1
Corrado, Charles Joseph
1
E, Yongjian
1
Gu, Anthony Yanxiang
1
Koutsantony, Constantine
1
Li, Yang
1
Veeraraghavan, Madhu
1
Wen, Fenghua
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Xiao, Jihong
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Yang, Chau-chen
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Journal of international financial markets, institutions & money
2
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Review of Pacific Basin financial markets and policies
1
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1
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
2
Funding status of defined benefit pension plans and idiosyncratic return volatility
Chen, Yangyang
- In:
The journal of financial research
38
(
2015
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011346834
Saved in:
3
Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang
;
Koutsantony, Constantine
;
Truong, Cameron
; …
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
Saved in:
4
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
5
The options market response to accounting earnings announcements
Truong, Cameron
;
Corrado, Charles Joseph
;
Chen, Yangyang
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 423-450
Persistent link: https://www.econbiz.de/10009623553
Saved in:
6
Real exchange rate behavior under peg : evidence from the Chinese RMB and Malaysian MYR
E, Yongjian
;
Gu, Anthony Yanxiang
;
Yang, Chau-chen
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
1
,
pp. 141-158
Persistent link: https://www.econbiz.de/10003867419
Saved in:
7
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
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