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The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
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Volatility information and derivatives trading : directional or volatility trades?
Wang, Yaw-Huei; Yen, Kuang-Chieh - In: Journal of financial studies : JFS : the official … 30 (2022) 4, pp. 35-64
Persistent link: https://www.econbiz.de/10013533141
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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
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The volatility and density prediction performance of alternative GARCH models
Huang, Teng-hao; Wang, Yaw-huei - In: Journal of forecasting 31 (2012) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10009503689
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The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei; Wang, Yun-Yi - In: Journal of forecasting 35 (2016) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10011580247