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Volatility
China
193
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153
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47
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39
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39
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Zhang, Yi
5
Zhou, Long
5
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4
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4
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3
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2
Ho, Jen Sim
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The North American journal of economics and finance : a journal of theory and practice
3
Energy economics
2
Pacific-Basin finance journal
2
Advances in Pacific Basin business, economics and finance
1
Applied economics letters
1
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1
International journal of economics and business research : IJEBR
1
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1
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1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
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ECONIS (ZBW)
19
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1
International oil price uncertainty and corporate investment : evidence from China's emerging and transition economy
Wang, Yong
;
Xiang, Erwei
;
Cheung, Adrian Wai Kong
; …
- In:
Energy economics
61
(
2017
),
pp. 330-339
Persistent link: https://www.econbiz.de/10011738065
Saved in:
2
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
3
Forecasting and modelling for the inbound tourism demand volatility
Zhang, Yuruixian
;
Choo, Wei Chong
;
Yuhanis Abdul Aziz
; …
- In:
International journal of services, economics and management
13
(
2022
)
3
,
pp. 282-312
Persistent link: https://www.econbiz.de/10013552602
Saved in:
4
Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang
;
Wang, Bo
;
Wu, Chunchi
;
Zhang, Yue
- In:
Advances in Pacific Basin business, economics and finance
11
(
2023
),
pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
Saved in:
5
Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Zhang, Lixia
;
Bai, Jiancheng
;
Zhang, Yueyan
;
Cui, Can
- In:
Research in international business and finance
65
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014433687
Saved in:
6
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
7
Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly : evidence from the Chinese market
Chen, Haozhi
;
Zhang, Yue
- In:
Pacific-Basin finance journal
81
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014501189
Saved in:
8
Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis
Zhang, Yi
;
Zhou, Long
;
Wu, Baoxiu
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014580778
Saved in:
9
The information content of Chinese volatility index for volatility forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
Saved in:
10
Herding behaviour towards high order systematic risks and the contagion effect : evidence from BRICS stock markets
Zhang, Yi
;
Zhou, Long
;
Liu, Zhidong
;
Wu, Baoxiu
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015133602
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