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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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Investor attention and the predictability of the volatility of CNY-CNH spreads : evidence from a GARCH-MIDAS model
Li, Xiaoping; Zhang, Zhipeng; Pan, Junyu; Duan, Jihong - In: Accounting and finance 63 (2023) 5, pp. 4939-4959
Persistent link: https://www.econbiz.de/10014477212
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Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin; Diao, Xundi; Li, Xiaoping - In: Pacific-Basin finance journal 83 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
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Tobin tax, carry trade, and the exchange rate dynamics
Li, Xiaoping; Zhou, Chunyang - In: Computational economics 63 (2024) 4, pp. 1627-1647
Persistent link: https://www.econbiz.de/10014549140
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Heterogeneous trading of option implied volatility
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics 55 (2023) 9, pp. 990-998
Persistent link: https://www.econbiz.de/10013498968