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VIX term structure and VIX futures pricing with realized volatility
Huang, Zhuo; Tong, Chen; Wang, Tianyi - In: Journal of Futures Markets 39 (2018) 1, pp. 72-93
Persistent link: https://www.econbiz.de/10012082148
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Do VIX futures contribute to the valuation of VIX options?
Tong, Chen; Huang, Zhuo; Wang, Tianyi - In: The journal of futures markets 42 (2022) 9, pp. 1644-1664
Persistent link: https://www.econbiz.de/10013465803
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Good volatility, bad volatility, and VIX futures pricing : evidence from the decomposition of VIX
Tong, Chen; Huang, Zhuo - In: The journal of derivatives : JOD 30 (2023) 3, pp. 117-143
Persistent link: https://www.econbiz.de/10014231129
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Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo; Tong, Chen; Wang, Tianyi - In: Applied economics 52 (2020) 17, pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
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The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo; Tong, Chen; Qiu, Han; Shen, Yan - In: Economics letters 171 (2018), pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
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The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen; Huang, Zhuo; Wang, Tianyi; Zhang, Cong - In: Journal of empirical finance 73 (2023), pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
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Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard; Huang, Zhuo; Tong, Chen; Wang, … - In: Journal of financial econometrics 22 (2024) 1, pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
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Pricing VIX futures and options with good and bad volatility of volatility
Guo, Zhiyu; Huang, Zhuo; Tong, Chen - In: The journal of futures markets 44 (2024) 11, pp. 1832-1847
Persistent link: https://www.econbiz.de/10015110736
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The predictive power of macroeconomic uncertainty for commodity futures volatility
Huang, Zhuo; Liang, Fang; Tong, Chen - In: International Review of Finance 21 (2020) 3, pp. 989-1012
Persistent link: https://www.econbiz.de/10012282312
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Do VIX futures contribute to the valuation of VIX options?
Tong, Chen; Huang, Zhuo; Wang, Tianyi - In: Journal of Futures Markets 42 (2021) 9, pp. 1644-1664
Persistent link: https://www.econbiz.de/10012808305