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The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-Li; Chen, Mei-Ling - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 371-394
Persistent link: https://www.econbiz.de/10007869862
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Implied deterministic volatility functions: An empirical test for Euribor options
Kuo, I.-Doun; Wang, Kai-Li - In: The journal of futures markets 29 (2009) 4, pp. 319-347
Persistent link: https://www.econbiz.de/10008169833
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An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates
Wang, Kai-Li; Fawson, Chris; Barrett, Christopher B. - In: Review of quantitative finance and accounting 19 (2002) 2, pp. 111-130
Persistent link: https://www.econbiz.de/10007164196