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~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Ambros, Maximilian"
~person:"Andreou, Panayiotis C."
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Capital income"
~subject:"China"
~subject:"Kausalanalyse"
~subject:"Option pricing theory"
~subject:"Volatilität"
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Capital income
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Option pricing theory
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Ambros, Maximilian
Andreou, Panayiotis C.
Azhar Mohamad
Grobys, Klaus
Nie, He
Wang, Xingchun
Ryu, Doojin
7
Lin, Shih-kuei
6
Ma, Feng
6
Gupta, Rangan
5
Lee, Cheng F.
5
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4
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4
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4
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4
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4
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4
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4
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3
Cheng, Louis T. W.
3
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3
Fung, Hung-gay
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Gil-Alaña, Luis A.
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Kutan, Ali Mustafa
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3
Salisu, Afees A.
3
Shen, Chung-hua
3
Sousa, Ricardo M.
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3
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Applied economics letters
International review of economics & finance : IREF
Review of quantitative finance and accounting
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
6
Review of derivatives research
4
The journal of futures markets
4
Journal of banking & finance
3
The European journal of finance
3
International journal of finance & economics : IJFE
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied mathematical finance
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
2
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
3
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
Saved in:
4
Valuation of Asian options with default risk under GARCH models
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 27-40
Persistent link: https://www.econbiz.de/10012486762
Saved in:
5
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
6
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
7
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
8
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
9
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
10
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
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