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~isPartOf:"Journal of banking & finance"
~person:"Becker, Ralf"
~person:"Branger, Nicole"
~person:"Chang, Eric Chieh"
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Becker, Ralf
Branger, Nicole
Chang, Eric Chieh
Prokopczuk, Marcel
9
Skiadopoulos, George
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5
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Journal of banking & finance
NCER working paper series
6
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4
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ECONIS (ZBW)
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1
Interday variations in
volume
, variance and participation of large speculators
Chang, Eric Chieh
- In:
Journal of banking & finance
21
(
1997
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10001224579
Saved in:
2
US day-of-the-week effects and asymmetric responses to macroeconomic news
Chang, Eric Chieh
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001243311
Saved in:
3
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
4
Effects of the
volatility
smile on exchange settlement practices : the Hong Kong case
Chang, Eric Chieh
;
Ren, Jinjuan
;
Qi, Shi
- In:
Journal of banking & finance
33
(
2009
)
1
,
pp. 98-112
Persistent link: https://www.econbiz.de/10003802994
Saved in:
5
The jump component of S&P 500
volatility
and the VIX index
Becker, Ralf
;
Clements, Adam
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
Saved in:
6
Optimal portfolios when
volatility
can jump
Branger, Nicole
;
Schlag, Christian
;
Schneider, Eva
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1087-1097
Persistent link: https://www.econbiz.de/10003733829
Saved in:
7
Does implied
volatility
provide any information beyond that captured in model-based
volatility
forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
8
An empirical analysis of the dynamic relationship between mutual fund flow and market return
volatility
Cao, Charles Q.
;
Chang, Eric Chieh
;
Wang, Ying
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2111-2123
Persistent link: https://www.econbiz.de/10003778645
Saved in:
9
Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1591
Persistent link: https://www.econbiz.de/10009616465
Saved in:
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