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Zhu, Y.
16
Zhu, Yingzi
7
Avellaneda, Marco
5
Zhou, Guofu
4
Lim, A.
3
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2
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2
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Applied mathematical finance
3
Human resources abstracts : an international information service
3
Journal of the Operational Research Society : OR
3
Risk : managing risk in the world's financial markets
3
European journal of operational research : EJOR
2
Journal of financial economics
2
Risk analysis : an international journal
2
Applied economics
1
Business history
1
Energy : the international journal ; technologies, resources, reserves, demands, impact, conservation, management, policy
1
Finance and stochastics
1
Financial analysts' journal : FAJ
1
Journal of applied corporate finance : JACF
1
Journal of financial and quantitative analysis : JFQA
1
Operations research letters
1
Public finance : the business monthly of the public sector
1
The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
312
RePEc
31
Other ZBW resources
5
BASE
3
USB Cologne (EcoSocSci)
2
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1
VIX futures
Zhang, Jin E.
;
Zhu, Yingzi
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 521-532
Persistent link: https://www.econbiz.de/10006808216
Saved in:
2
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
;
Avallaneda, Marco
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10008219569
Saved in:
3
A DECADE IN DENIAL - As 2010 approaches, Tony Travers looks back at a rollercoaster of a decade, which went from boom to bust, taking in war, pestilence, terrorist attacks and unnatural disasters along the way
Lu, Zhongjin
;
Zhu, Yingzi
- In:
Public finance : the business monthly of the public sector
(
2010
),
pp. 18-22
Persistent link: https://www.econbiz.de/10008351587
Saved in:
4
Technical analysis: An asset allocation perspective on the use of moving averages
Zhu, Yingzi
;
Zhou, Guofu
- In:
Journal of financial economics
92
(
2009
)
3
,
pp. 519
Persistent link: https://www.econbiz.de/10008262395
Saved in:
5
Volatility Trading: What Is the Role of the Long-Run Volatility Component?
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
2
,
pp. 273-309
Persistent link: https://www.econbiz.de/10009993990
Saved in:
6
Technical analysis: An asset allocation perspective on the use of moving averages
Zhu, Yingzi
;
Zhou, Guofu
- In:
Journal of financial economics
92
(
2009
)
3
,
pp. 519-545
Persistent link: https://www.econbiz.de/10008896751
Saved in:
7
Is the Recent Financial Crisis Really a "Once-in-a-Century" Event?
Zhou, Guofu
;
Zhu, Yingzi
- In:
Financial analysts' journal : FAJ
66
(
2010
)
1
,
pp. 24-28
Persistent link: https://www.econbiz.de/10008380974
Saved in:
8
On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Kampen, Jörg
;
Avellaneda, Marco
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10008215184
Saved in:
9
PAPERS - Combinatorial implications of nonlinear uncertain volatility models: Case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10008218059
Saved in:
10
CUTTING EDGE - Market risk - A dynamic model for hard-to-borrow stocks - Traders with short positions in stocks that are subject to short-selling restrictions risk being 'bought in', in the sense that their positions may be closed out by the clearing firm at market prices. The authors present a model for the dynamics of these 'hard-to-borrow' stocks, concluding that such restrictions result in ...
Avellaneda, Marco
;
Lipkin, Mike
- In:
Risk : managing risk in the world's financial markets
22
(
2009
)
6
,
pp. 92-97
Persistent link: https://www.econbiz.de/10008265091
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