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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Chen, Liya"
~person:"Marks, Joseph M."
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Applied economics letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
1
Review of quantitative finance and accounting
1
The journal of derivatives : JOD
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Sector option implied volatility dynamics and predictability
Marks, Joseph M.
;
Simon, David P.
- In:
The journal of derivatives : the official publication …
25
(
2017
)
2
,
pp. 22-42
Persistent link: https://www.econbiz.de/10011941219
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2
The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
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