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16
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Wang, Yaw-Huei
11
Wang, Yaw‐Huei
5
Chang, Chuang-Chang
3
Chung, San-Lin
3
Taylor, Stephen J.
3
Chung, San‐Lin
2
Hsieh, Pei-Fang
2
Bartram, Söhnke M.
1
Chou, Robin K.
1
Câmara, António
1
Hsiao, Yu‐Jen
1
Hsu, Chih-Chiang
1
Huang, Teng‐Hao
1
Keswani, Aneel
1
Lin, Jun-Biao
1
Tsai, Wei-Che
1
Tsai, Wei‐Che
1
Tseng, Chih-Ping
1
Wang, Yaw-huei
1
Wang, Yun-yi
1
Weng, Pei‐Shih
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The journal of futures markets
7
Journal of banking & finance
5
Asia-Pacific journal of financial studies
1
International journal of forecasting
1
Journal of forecasting
1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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OLC EcoSci
ECONIS (ZBW)
53
RePEc
10
Other ZBW resources
2
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1
Volatility Information in the Trading Activity of Stocks, Options, and Volatility Options
Wang, Yaw‐Huei
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10010121177
Saved in:
2
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-Chang
;
Lin, Jun-Biao
;
Tsai, Wei-Che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-407
Persistent link: https://www.econbiz.de/10010021405
Saved in:
3
Reply to “A comment on “A new simple square root option pricing model””
Wang, Yaw‐Huei
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 199-203
Persistent link: https://www.econbiz.de/10009819023
Saved in:
4
The Volatility and Density Prediction Performance of Alternative GARCH Models
Huang, Teng‐Hao
;
Wang, Yaw‐Huei
- In:
Journal of forecasting
31
(
2012
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10009824216
Saved in:
5
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San‐Lin
;
Tsai, Wei‐Che
;
Wang, Yaw‐Huei
; …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1170-1202
Persistent link: https://www.econbiz.de/10009332221
Saved in:
6
The impact of liquidity on option prices
Chou, Robin K.
;
Chung, San‐Lin
;
Hsiao, Yu‐Jen
; …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1116-1142
Persistent link: https://www.econbiz.de/10009332223
Saved in:
7
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen J.
;
Wang, Yaw-Huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-361
Persistent link: https://www.econbiz.de/10008383692
Saved in:
8
Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
Chang, Chuang-Chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 127-139
Persistent link: https://www.econbiz.de/10008349485
Saved in:
9
Information content of options trading volume for future volatility: Evidence from the Taiwan options market
Chang, Chuang-Chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-184
Persistent link: https://www.econbiz.de/10008894553
Saved in:
10
Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei
;
Wang, Yun-yi
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
1
,
pp. 70-89
Persistent link: https://www.econbiz.de/10009958505
Saved in:
1
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