Narrow search
Showing 1 - 10 of 10
Cover Image
Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 19/21, pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
Cover Image
Asset liquidity and stock returns
Ze-To, Samuel Yau Man - In: Advances in accounting : a research annual 35 (2016), pp. 177-196
Persistent link: https://www.econbiz.de/10011720126
Cover Image
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man - In: Journal of forecasting 34 (2015) 5, pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Cover Image
Expect stock returns and options-implied rate of return
Ze-To, Samuel Yau Man - In: Journal of mathematical finance 2 (2012) 4, pp. 269-279
Persistent link: https://www.econbiz.de/10009725341
Cover Image
Crisis, value at risk and conditional extreme value theory via the NIG + Jump model
Ze-To, Samuel Yau Man - In: Journal of mathematical finance 2 (2012) 3, pp. 225-237
Persistent link: https://www.econbiz.de/10009711983
Cover Image
Earnings management and accrual anomaly across market states and business cycles
Ze-To, Samuel Yau Man - In: Advances in accounting : a research annual 28 (2012) 2, pp. 344-352
Persistent link: https://www.econbiz.de/10009715406
Cover Image
Fundamental index aligned and excess market return predictability
Ze-To, Samuel Yau Man - In: Journal of forecasting 41 (2022) 3, pp. 592-614
Persistent link: https://www.econbiz.de/10013166162
Cover Image
Option implied beta and option return
Ze-To, Samuel Yau Man - In: Applied economics 50 (2018) 2, pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Cover Image
Correlated implied volatility with jump and cross section of stock returns
Ze-To, Samuel Yau Man - In: Accounting and finance : journal of the Accounting … 56 (2016) 4, pp. 1187-1214
Persistent link: https://www.econbiz.de/10011660377
Cover Image
Estimating value-at-risk under a HeathJarrowMorton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 21, pp. 2729-2742
Persistent link: https://www.econbiz.de/10009817976