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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
453
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1
Predicting
volatility
using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
2
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
3
Efficient computation of european option prices and their sensitivities with the complex fourier series method
Chan, Tat Lung (Ron)
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012201197
Saved in:
4
Interrelations in market fears of U.S. and European equity markets
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012656989
Saved in:
5
The contagion effects of
volatility
indices across the US and
Europe
Chen, Chun-Da
;
Chiang, Shu-Mei
;
Huang, Tze-Chin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664496
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6
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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7
The effect of short-sale restrictions on the information transmission of extended index futures trading
Wang, Janchung
;
Yeh, Shih-kuo
;
Wang, Bo-Ting
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012654869
Saved in:
8
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
9
Improving
volatility
forecasting based on Chinese
volatility
index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
Saved in:
10
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
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