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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"Option pricing theory"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
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Option pricing theory
Volatility
Theorie
203
Theory
203
Welt
122
World
122
Estimation
83
Schätzung
83
Portfolio selection
81
Portfolio-Management
81
China
79
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76
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76
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56
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56
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47
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Aufsatz in Zeitschrift
74
Aufsatz im Buch
15
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15
Language
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English
Author
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Fabozzi, Frank J.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
154
Bouri, Elie
91
Ma, Feng
90
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Madan, Dilip B.
60
Kang, Sang Hoon
54
Bollerslev, Tim
52
Carr, Peter
52
Mensi, Walid
50
Wohar, Mark E.
49
McMillan, David G.
48
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Caporale, Guglielmo Maria
43
Corbet, Shaen
42
Pierdzioch, Christian
42
Andersen, Torben
41
Zhang, Jin E.
39
Demirer, Rıza
38
Elliott, Robert J.
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Todorov, Viktor
37
Brooks, Robert
36
Ryu, Doojin
36
Salisu, Afees A.
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Kwok, Yue-Kuen
34
Roubaud, David
34
Takahashi, Akihiko
34
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International journal of theoretical and applied finance
6
International review of financial analysis
5
Computational economics
4
Energy economics
4
The journal of fixed income
4
Applied economics
3
Journal of economic dynamics & control
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied financial economics
2
European journal of operational research : EJOR
2
Finance research letters
2
Journal of banking & finance
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The journal of portfolio management : JPM
2
Annals of economics and finance
1
Annals of operations research
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of economics & business
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
74
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1
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74
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
3
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
4
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
Saved in:
5
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
6
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
7
The relationship between cash flow uncertainty and extreme risk : international evidence
Wang, Chih-Wei
;
Lee, Chien-chiang
;
Wu, Lin-Tan
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014463679
Saved in:
8
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
Saved in:
9
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
10
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
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