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Search: subject:"Option implied covariance"
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Ze-To, Samuel Yau Man
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Asia-Pacific journal of financial studies
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Endogeneity of return parameters and portfolio selection : an analysis on implied covariances
Park, Koohyun
;
Rhee, Thomas
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 760-789
Persistent link: https://www.econbiz.de/10011779403
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2
Correlated implied volatility with jump and cross section of stock returns
Ze-To, Samuel Yau Man
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
4
,
pp. 1187-1214
Persistent link: https://www.econbiz.de/10011660377
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3
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
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