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Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili; Zhong, Juandan - In: Finance research letters 60 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
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Implied volatility forecast and option trading strategy
Liu, Dehong; Liang, Yucong; Zhang, Lili; Lung, Peter P.; … - In: International review of economics & finance : IREF 71 (2021), pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
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The information content of realized volatility of sector indices in China’s stock market
Lin, Tiantian; Liu, Dehong; Zhang, Lili; Lung, Peter P. - In: International review of economics & finance : IREF 64 (2019), pp. 625-640
Persistent link: https://www.econbiz.de/10012372895