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Volatility
Theorie
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373
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114
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114
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106
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106
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3
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ECONIS (ZBW)
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1
The role of multivariate skew-student density in the estimation of stock market crashes
Wu, Lei
;
Meng, Qingbin
;
Velazquez, Julio C.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1144-1160
Persistent link: https://www.econbiz.de/10011419786
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2
Information flow and price discovery dynamics
Wu, Lei
;
Xu, Kuan
;
Meng, Qingbin
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 329-367
Persistent link: https://www.econbiz.de/10012432671
Saved in:
3
Uncertainties and oil price volatility : can lasso help?
Li, Xinyu
;
Wu, Meng
;
Yuan, Luqi
;
Xiao, Meng
;
Zhong, Ronghao
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490629
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4
The role of news sentiment in oil futures returns and volatility forecasting : data-decomposition based deep learning approach
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816879
Saved in:
5
Time-varying informational efficiency in China's a-share and b-share markets
Li, Xiaoming
- In:
Journal of Chinese economic and business studies
1
(
2003
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10001755965
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6
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
7
COVID-19 and stock market nexus : evidence from Shanghai Stock Exchange
Li, Chuanjian
;
Su, Chi-Wei
;
Altuntaş, Mehmet
;
Li, Xin
- In:
Economic research
35
(
2022
)
1,2
,
pp. 2351-2364
Persistent link: https://www.econbiz.de/10014382118
Saved in:
8
The value premium and time-varying volatility
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
9/10
,
pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
Saved in:
9
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
10
Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices
Buhr, Klaus E.
;
Li, Xiaoming
;
Rose, Lawrence Craig
-
2005
Persistent link: https://www.econbiz.de/10003332229
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