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Volatility
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Family control and idiosyncratic volatility : evidence from listed firms in Hong Kong
Leung, Sidney
;
Srinidhi, Bin
;
Lobo, Gerald J.
- In:
Journal of contemporary accounting & economics
8
(
2012
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10009550089
Saved in:
2
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
Saved in:
3
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
4
Financial uncertainty and stock market volatility
Jiang, Ying
;
Liu, Xiaoquan
;
Lu, Zhenyu
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1618-1667
Persistent link: https://www.econbiz.de/10014574142
Saved in:
5
Volatility modeling and prediction : the role of price impact
Jiang, Ying
;
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
Quantitative finance
19
(
2019
)
12
,
pp. 2015-2031
Persistent link: https://www.econbiz.de/10015123062
Saved in:
6
Methods for estimating discrete-time stochastic volatility models
Liu, Xiaobin
- In:
Financial econometrics : theory and applications
,
(pp. 271-305)
.
2025
Persistent link: https://www.econbiz.de/10015426500
Saved in:
7
Markov chain analysis and prediction on the fluctuation cycle of vegetable price
Zhu, Xiaoxia
;
Liu, Xueling
;
Bao, Lichun
;
Xu, Xiuquan
-
2013
Persistent link: https://www.econbiz.de/10010190434
Saved in:
8
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
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9
Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim
;
Liu, Xiaoquan
;
Valente, Giorgio
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10011596451
Saved in:
10
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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