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  • Search: subject:"State-Price Volatility"
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Year of publication
Subject
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Volatility 3 Volatilität 3 Aktienmarkt 2 Investment Fund 2 Investmentfonds 2 Stock market 2 ARCH model 1 ARCH-Modell 1 China 1 China stock market 1 Estimation 1 Fear gauge 1 Hedging 1 Index 1 Index number 1 Mutual fund 1 Portfolio selection 1 Portfolio-Management 1 Schätzung 1 State price volatility 1 State-Price Volatility 1 mutual fund 1 state price volatility 1
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Online availability
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Liu, Zhangxin 3 O'Neill, Michael J. 3 Wang, Kent 1
Published in...
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand 2 Australian journal of management 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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A state-price volatility index for China's stock market
O'Neill, Michael J.; Wang, Kent; Liu, Zhangxin - In: Accounting and finance : journal of the Accounting … 56 (2016) 3, pp. 607-626
Persistent link: https://www.econbiz.de/10011622198
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Fund Volatility Index using equity market state prices
O'Neill, Michael J.; Liu, Zhangxin - In: Accounting and finance : journal of the Accounting … 57 (2017) 3, pp. 837-853
Persistent link: https://www.econbiz.de/10011798964
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Tail risk hedging for mutual funds using equity market state prices
O'Neill, Michael J.; Liu, Zhangxin - In: Australian journal of management 41 (2016) 4, pp. 687-698
Persistent link: https://www.econbiz.de/10011583138
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