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Slow development and special interest
Parente, Stephen L.; Zhao, Rui - In: International economic review 47 (2006) 3, pp. 991-1011
Persistent link: https://www.econbiz.de/10003357493
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What does the individual option volatility smirk tell us about future equity returns?
Xing, Yuhang; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 641-662
Persistent link: https://www.econbiz.de/10008657211
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.; Hurvich, Clifford M.; Lu, Yi - In: Journal of econometrics 131 (2006) 1/2, pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
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The impact of the infectious diseases and commodity on stock markets
Chen, Lin; Min, Feng; Liu, Wenhua; Wen, Fenghua - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553551
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A quasi-analytical pricing model for arithmetic Asian options
Sun, Jianqiang; Chen, Langnan; Li, Shiyin - In: The journal of futures markets 33 (2013) 12, pp. 1143-1166
Persistent link: https://www.econbiz.de/10010209081
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke; Tian, Fengping; Chen, Langnan; Li, Steven - In: International review of economics & finance : IREF 49 (2017), pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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Realized volatility forecast : structural breaks, long memory, asymmetry, and day-of-the-week effect
Yang, Ke; Chen, Langnan - In: International review of finance 14 (2014) 3, pp. 345-392
Persistent link: https://www.econbiz.de/10011569547
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Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen; Chen, Langnan - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 2, pp. 392-408
Persistent link: https://www.econbiz.de/10012211461