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Do VIX futures contribute to the valuation of VIX options?
Tong, Chen; Huang, Zhuo; Wang, Tianyi - In: Journal of Futures Markets 42 (2021) 9, pp. 1644-1664
Persistent link: https://www.econbiz.de/10012808305
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The predictive power of macroeconomic uncertainty for commodity futures volatility
Huang, Zhuo; Liang, Fang; Tong, Chen - In: International Review of Finance 21 (2020) 3, pp. 989-1012
Persistent link: https://www.econbiz.de/10012282312
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Pricing VIX options with realized volatility
Tong, Chen; Huang, Zhuo - In: Journal of Futures Markets 41 (2021) 8, pp. 1180-1200
Persistent link: https://www.econbiz.de/10012535209
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A network visualization approach and global stock market integration
Tong, Chen; Chen, Jing; Buckle, Mike J. - In: International Journal of Finance & Economics 23 (2018) 3, pp. 296-314
Persistent link: https://www.econbiz.de/10012082624
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The “New Urban Poor” Identity : Evidence from China
Tong, Chen - In: American Journal of Economics and Sociology 80 (2021) 3, pp. 977-990
Persistent link: https://www.econbiz.de/10012634329
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Have existing theories explained the accrual anomaly? An evaluation based on the decomposition method
Hu, Zhi‐an; Huang, Zhuo; Lin, Dawei; Qiu, Zhimin - In: Accounting & Finance 62 (2021) 3, pp. 3645-3675
Persistent link: https://www.econbiz.de/10012809184
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Asymmetric Correlations in Predicting Portfolio Returns*
Wang, Nianling; Zhang, Lijie; Huang, Zhuo; Li, Yong - In: International Review of Finance 21 (2019) 1, pp. 97-120
Persistent link: https://www.econbiz.de/10012091573
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A short cut : Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps
Yin, Fangsheng; Bian, Yang; Wang, Tianyi - In: Journal of Futures Markets 41 (2020) 4, pp. 458-477
Persistent link: https://www.econbiz.de/10012406813
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Out‐of‐sample volatility prediction: A new mixed‐frequency approach
Zhang, Yaojie; Ma, Feng; Wang, Tianyi; Liu, Li - In: Journal of Forecasting (2019)
Persistent link: https://www.econbiz.de/10012082051