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The Euro and European financial market dependence
Bartram, Söhnke M.; Taylor, Stephen; Wang, Yaw-Huei - In: Journal of banking & finance 31 (2007) 5, pp. 1461-1481
Persistent link: https://www.econbiz.de/10003461173
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Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
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The volatility and density prediction performance of alternative GARCH models
Huang, Teng-hao; Wang, Yaw-huei - In: Journal of forecasting 31 (2012) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10009503689
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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
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European financial market dependence : an industry analysis
Bartram, Söhnke M.; Wang, Yaw-Huei - In: Journal of banking & finance 59 (2015), pp. 146-163
Persistent link: https://www.econbiz.de/10011544416
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The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei; Wang, Yun-Yi - In: Journal of forecasting 35 (2016) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
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Volatility information and derivatives trading : directional or volatility trades?
Wang, Yaw-Huei; Yen, Kuang-Chieh - In: Journal of financial studies : JFS : the official … 30 (2022) 4, pp. 35-64
Persistent link: https://www.econbiz.de/10013533141
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A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.; Taylor, Stephen; Yu, Peng - In: Journal of banking & finance 34 (2010) 11, pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
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Modelling financial time series
Taylor, Stephen - 2007 - 2. edition
Persistent link: https://www.econbiz.de/10003553502
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The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks
Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: Journal of banking & finance 34 (2010) 4, pp. 871-881
Persistent link: https://www.econbiz.de/10003966119