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Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker; Hkiri, Besma; Lau, Chi Keung; Yarovaya, … - In: Research in international business and finance 44 (2018), pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
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Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
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Implied volatility surface construction for commodity futures options traded in China
Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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Portfolio analysis of intraday covariance matrix in the Greek equity market
Vortelinos, Dimitrios I. - In: Research in international business and finance 27 (2013), pp. 66-79
Persistent link: https://www.econbiz.de/10009708102
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Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros - In: Research in international business and finance 42 (2017), pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
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The signal and the noise volatilities
Chaker, Selma - In: Research in international business and finance 50 (2019), pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
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Does market efficiency matter for Shanghai 50 ETF index options?
Hoque, Ariful; Le, Thi; Hasan, Morshadul; Abedin, … - In: Research in international business and finance 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014451551
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Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Research in international business and finance 18 (2004) 3, pp. 305-317
Persistent link: https://www.econbiz.de/10003396231