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The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Chuang, Wen-i; Liu, Hsiang-hsi; Susmel, Rauli - In: Global finance journal 23 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009631295
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Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i; Huang, Teng-ching; Lin, Bing-huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
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Options-implied information and the momentum cycle
Liu, Ming-Yu; Chuang, Wen-I; Lo, Chien-Ling - In: Journal of financial markets 53 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013271977