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State-preference pricing
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Liu, Zhangxin
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
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A state-preference volatility index for the natural gas market
Ding, Ashley
- In:
Energy economics
104
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013364221
Saved in:
2
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
3
State-preference
pricing
and volatility indices
Liu, Zhangxin
;
O'Neill, Michael J.
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
3
,
pp. 815-836
Persistent link: https://www.econbiz.de/10011798961
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