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~isPartOf:"Cogent economics & finance"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic surveys"
~language:"eng"
~language:"nld"
~person:"Caporin, Massimiliano"
~person:"Liu, Dehong"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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Developing countries
Entwicklungsländer
Share price
Volatility
Volatilität
8
Capital income
5
Kapitaleinkommen
5
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Option trading
4
Optionsgeschäft
4
Prognoseverfahren
4
Time series analysis
4
Zeitreihenanalyse
4
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3
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Asymmetric information
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ABC-BP neural network model
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Caporin, Massimiliano
Liu, Dehong
Gupta, Rangan
8
Ma, Feng
8
Chan, Kam C.
7
Wohar, Mark E.
7
Xuan Vinh Vo
7
Chao, Chi-Chur
6
Hammoudeh, Shawkat
6
McAleer, Michael
6
Arize, Augustine Chuck
5
Lung, Peter P.
5
Mensi, Walid
5
Pi, Jiancai
5
Salisu, Afees A.
5
Sheikh, Umaid A.
5
Wu, Chunchi
5
Yin, Libo
5
Agyei, Samuel Kwaku
4
Asad, Muzaffar
4
Balcilar, Mehmet
4
Bossman, Ahmed
4
Bouri, Elie
4
Brooks, Robert
4
Cheng, Louis T. W.
4
Fung, Hung-gay
4
Gao, Shenghao
4
Hawaldar, Iqbal Thonse
4
Hou, Yang
4
Kang, Sang Hoon
4
Kutan, Ali Mustafa
4
Li, Steven
4
Lien, Da-hsiang Donald
4
Shaik, Muneer
4
Tabash, Mosab I.
4
Tiwari, Aviral Kumar
4
Vortelinos, Dimitrios I.
4
Abakah, Emmanuel Joel Aikins
3
Adam, Anokye M.
3
Chen, Jing
3
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Cogent economics & finance
International review of economics & finance : IREF
Journal of economic surveys
The North American journal of economics and finance : a journal of financial economics studies
3
Econometric reviews
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
The European journal of finance
2
Applied economics
1
Applied economics letters
1
Econometrics : open access journal
1
Energy economics
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Network connectivity, systematic and systemic risk
1
Pacific-Basin finance journal
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1
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
2
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
3
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
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
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
Saved in:
6
Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Liu, Dehong
;
Qiu, Qi
;
Hughen, J. Christopher
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 557-571
Persistent link: https://www.econbiz.de/10012372858
Saved in:
7
Anticipation of takeovers in stock and options markets
Liu, Dehong
;
Lung, Peter P.
;
Lallemand, Justin
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011572399
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
9
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
10
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
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