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A Noise-Robust Estimator of Vo...
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A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
Saved in:
2
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
3
Stabilizing the market with short sale constraint? : new evidence from price jump activities
Yeh, Jin-huei
;
Chen, Lien-chuan
- In:
Finance research letters
11
(
2014
)
3
,
pp. 238-246
Persistent link: https://www.econbiz.de/10010441861
Saved in:
4
The stabilizing effects of price limits : new evidence from jump contributed price variations
Chu, Shan-Ying
;
Chan, Lin Kun
;
Yeh, Jin-huei
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 529-539
Persistent link: https://www.econbiz.de/10012120294
Saved in:
5
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu-Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
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6
On the predictive power of ARJI volatility forecasts for Bitcoin
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chiang, Shu-Mei
;
Hsu, …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4849-4855
Persistent link: https://www.econbiz.de/10012197120
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7
Time-of-day periodicities of trading volume and volatility in Bitcoin exchange : does the stock market matter?
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Hsu, Yuan-Teng
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436606
Saved in:
8
How does the informed trading impact Bitcoin returns and volatility?
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Zhang, Shuang
;
Hsu, …
- In:
Applied economics
53
(
2021
)
28
,
pp. 3223-3233
Persistent link: https://www.econbiz.de/10012517084
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9
Divergent jump characteristics in brown and green cryptocurrencies : the role of energy-related uncertainty
Wang, Jying-Nan
;
Vigne, Samuel A.
;
Liu, Hung-Chun
;
Hsu, …
- In:
Energy economics
138
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015187418
Saved in:
10
Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan
;
Chen, Lu-Jui
;
Liu, Hung-Chun
;
Hsu, …
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
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