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Spurious long memory, uncommon breaks and the implied-realized volatility puzzle
Kellard, Neil M.; Jiang, Ying; Wohar, Mark E. - In: Journal of international money and finance 56 (2015), pp. 36-54
Persistent link: https://www.econbiz.de/10011477872
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Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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Bank of Japan interventions and the volatility of the dollar/yen exchange rate
Chortareas, Georgios E.; Jiang, Ying - In: Credit and capital markets : Kredit und Kapital 50 (2017) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10011944017
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Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying; Liu, Xiaoquan; Ye, Wuyi - In: Applied economics letters 22 (2015) 1/3, pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
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The state of the market and the contrarian strategy : evidence from China's stock market
Chen, Qiwei; Jiang, Ying; Li, Yuan - In: Journal of Chinese economic and business studies 10 (2012) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10009510018
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Forecasting exchange rate volatility using high-frequency data : is the euro different?
Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: International journal of forecasting 27 (2011) 4, pp. 1089-1107
Persistent link: https://www.econbiz.de/10009316871
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The random-walk behavior of the Euro exchange rate
Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: Finance research letters 8 (2011) 3, pp. 158-162
Persistent link: https://www.econbiz.de/10009348333
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When do they trade? : heterogeneous investors in China
Qiu, Jiayan; Huang, Wei; Jiang, Ying - In: Finance research letters 54 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472693
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Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing; Ye, Wuyi; Jiang, Ying; Liu, Xiaoquan - In: International review of financial analysis 92 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
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Controlled currency regime and pricing of exchange rate risk : evidence from China
Hua, Xiuping; Huang, Wei; Jiang, Ying - In: Journal of accounting, auditing & finance : JAAF 37 (2022) 1, pp. 39-76
Persistent link: https://www.econbiz.de/10012794264