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~isPartOf:"Finance research letters"
~person:"Ambros, Maximilian"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Volatilität"
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Volatilität
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Ambros, Maximilian
Grobys, Klaus
Nie, He
Wang, Xingchun
Roubaud, David
6
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Bouri, Elie
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Finance research letters
Applied economics letters
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
2
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ECONIS (ZBW)
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1
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
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2
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
3
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
4
Time-varying long-term memory in Bitcoin market
Jiang, Yonghong
;
Nie, He
;
Ruan, Weihua
- In:
Finance research letters
25
(
2018
),
pp. 280-284
Persistent link: https://www.econbiz.de/10012003601
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