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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~person:"Ding, Wenjie"
~person:"Han, Qian"
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Journal of empirical finance
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Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Journal of empirical finance
63
(
2021
),
pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
Saved in:
2
Forecasting the term structure of option
implied
volatility
: the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
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