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Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility
Li, Leon; Miu, Peter - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015162603
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Currency instability : regime switching versus volatility clustering
Cheung, C. Sherman; Miu, Peter - In: Quarterly journal of finance & accounting : QJFA 48 (2009) 1, pp. 67-81
Persistent link: https://www.econbiz.de/10003837810
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Understanding leveraged ETFs' compounding effect
Charupat, Narat; Ma, Zhe; Miu, Peter - In: Managerial finance 49 (2023) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10013503610
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Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon; Miu, Peter - In: Journal of empirical finance 70 (2023), pp. 367-385
Persistent link: https://www.econbiz.de/10014423734