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Stochastic volatility models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi; Xu, Li - In: The quarterly journal of finance 4 (2014) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
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Real-time profitability of published anomalies : an out-of-sample test
Huang, Jing-Zhi; Huang, Zhijian - In: The quarterly journal of finance 3 (2013) 3/4, pp. 1-33
Persistent link: https://www.econbiz.de/10010389084
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Sequential learning of cryptocurrency volatility dynamics : evidence based on a stochastic volatility model with jumps in returns and volatility
Huang, Jing-Zhi; Huang, Zhijian; Xu, Li - In: The quarterly journal of finance 11 (2021) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10012649885
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Foreign currency exposure and hedging : evidence from foreign acquisitions
Bartram, Söhnke M.; Burns, Natasha; Helwege, Jean - In: The quarterly journal of finance 3 (2013) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10010245456