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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lian, Yu-Min"
~person:"Luo, Xingguo"
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Lian, Yu-Min
Luo, Xingguo
Bouri, Elie
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9
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International review of economics & finance : IREF
2
The journal of futures markets
2
Pacific-Basin finance journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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1
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
2
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
3
Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets
Zhu, Fangfei
;
Zhu, Yabei
;
Jin, Xuejun
;
Luo, Xingguo
- In:
Finance research letters
24
(
2018
),
pp. 25-33
Persistent link: https://www.econbiz.de/10011982448
Saved in:
4
Oil price uncertainty and Chinese stock returns : new evidence from the oil volatility index
Luo, Xingguo
;
Qin, Shihua
- In:
Finance research letters
20
(
2017
),
pp. 29-34
Persistent link: https://www.econbiz.de/10011806739
Saved in:
5
The information content of implied volatility and jumps in forecasting volatility : evidence from the Shanghai gold futures market
Luo, Xingguo
;
Qin, Shihua
;
Ye, Zinan
- In:
Finance research letters
19
(
2016
),
pp. 105-111
Persistent link: https://www.econbiz.de/10011657556
Saved in:
6
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
7
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
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