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A comparative study of exchange rate regimes and macro-instabilities in the twin economies of Singapore and Hong Kong

Ma, Yue; Kueh, Y. Y.; Ng, Raymond C. W. - In: The Singapore economic review : journal of the Economic … 52 (2007) 1, pp. 93-116

Persistent link: https://www.econbiz.de/10003463118

Trading signal, functional data analysis and time series momentum

Boubaker, Sabri; Liu, Zhenya; Lu, Shanglin; Zhang, Yifan - In: Finance research letters 42 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014581379

Occurrence Modes of Chromium and Lead in Chinese Low-Rank Coal and Effects on Their Volatilization During Pyrolysis Process

Zhou, Lingmei; Wang, Xiaobing; Zhu, Shuquan; Zheng, Hao; … - 2022

The release of heavy metal elements (HMEs) in coal have drawn special attention because of the risk of toxicity to both human health and the environment. In the present study, the minerals distribution and occurrence modes of Chromium (Cr) and Lead (Pb) in low-rank coal were studied by...

Persistent link: https://www.econbiz.de/10013304470

Consistent pricing of VIX options with the Hawkes jump-diffusion model

Jing, Bo; Li, Shenghong; Ma, Yong - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012821987

Stock market interactions driven by large declines

Ma, Yong; Zhang, Weiguo; Zhang, Zhengjun; Xu, Weidong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 159-171

Persistent link: https://www.econbiz.de/10010485770

Pricing vulnerable options with jump clustering

Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178

Persistent link: https://www.econbiz.de/10011951026

New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based

Zhang, Weiwei; Sun, Tiezhu; Ma, Yechi; Wang, Zilong - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 109-121

Persistent link: https://www.econbiz.de/10012587118

Exchange options under clustered jump dynamics

Ma, Yong; Pan, Dongtao; Wang, Tianyang - In: Quantitative finance 20 (2020) 6, pp. 949-967

Persistent link: https://www.econbiz.de/10012262652

Pricing vulnerable options with stochastic volatility and stochastic interest rate

Ma, Chaoqun; Yue, Shengjie; Wu, Hui; Ma, Yong - In: Computational economics 56 (2020) 2, pp. 391-429

Persistent link: https://www.econbiz.de/10012272041

Technical trading index, return predictability and idiosyncratic volatility

Ma, Yao; Yang, Baochen; Su, Yunpeng - In: International review of economics & finance : IREF 69 (2020), pp. 879-900

Persistent link: https://www.econbiz.de/10012487457