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VIX forecasting and variance risk premium : a new GARCH approach

Liu, Qiang; Guo, Shuxin; Qiao, Gaoxiu - In: The North American journal of economics and finance : a … 34 (2015), pp. 314-322

Persistent link: https://www.econbiz.de/10011540131

Canonical distribution, implied binomial tree, and the pricing of American options

Liu, Qiang; Guo, Shuxin - In: The journal of futures markets 33 (2013) 2, pp. 183-198

Persistent link: https://www.econbiz.de/10009699448

Variance-constrained canonical least-squares Monte Carlo : an accurate method for pricing American options

Liu, Qiang; Guo, Shuxin - In: The North American journal of economics and finance : a … 28 (2014), pp. 77-89

Persistent link: https://www.econbiz.de/10010461176

The 52-week high momentum strategy and economic policy uncertainty : evidence from China

Zhou, Xuemei; Liu, Qiang; Guo, Shuxin - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 2, pp. 428-440

Persistent link: https://www.econbiz.de/10012802093

A simple accurate binomial tree for pricing options on stocks with know dollar dividends

Guo, Shuxin; Liu, Qiang - In: The journal of derivatives : the official publication … 26 (2019) 4, pp. 54-70

Persistent link: https://www.econbiz.de/10012306189

An excellent approximation for the m out of n day provision

Liu, Qiang; Guo, Shuxin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012663765

Pricing kernel monotonicity and term structure : evidence from China

Jiao, Yuhan; Liu, Qiang; Guo, Shuxin - In: Journal of banking & finance 123 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012662415

Canonical Distribution, Implied Binomial Tree, and the Pricing of American Options

Liu, Qiang - 2011

In this paper a new approach to pricing American options is proposed and termed the canonical implied binomial (CIB) tree method. CIB takes advantage of both canonical valuation (Stutzer, 1996) and the implied binomial tree method (Rubinstein, 1994). Using simulated returns from geometric...

Persistent link: https://www.econbiz.de/10013120417

Do overnight returns explain firm-specific investor sentiment in China?

Zhou, Xuemei; Liu, Qiang; Guo, Shuxin - In: International review of economics & finance : IREF 76 (2021), pp. 451-477

Persistent link: https://www.econbiz.de/10013175837

GARCH pricing and hedging of VIX options

Liu, Qiang; Jiao, Yuhan; Guo, Shuxin - In: The journal of futures markets 42 (2022) 6, pp. 1039-1066

Persistent link: https://www.econbiz.de/10013287915