Similar Search Results

The information content of implied volatility and jumps in forecasting volatility : evidence from the Shanghai gold futures market

Luo, Xingguo; Qin, Shihua; Ye, Zinan - In: Finance research letters 19 (2016), pp. 105-111

Persistent link: https://www.econbiz.de/10011657556

Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?

Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77

Persistent link: https://www.econbiz.de/10011552969

Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market

Luo, Xingguo; Ryu, Doojin; Tao, Libin; Ye, Chuxin - In: The journal of futures markets 44 (2024) 3, pp. 533-554

Persistent link: https://www.econbiz.de/10014475508

Why are the prices of European-style derivatives greater than the prices of American-style derivatives?

Jin, Xuejun; Zhao, Jingyu; Luo, Xingguo - In: The journal of futures markets 42 (2022) 9, pp. 1772-1793

Persistent link: https://www.econbiz.de/10013465814

Intraday volatility predictability in China gold futures market : the case of last half-hour realized volatility forecasting

Ye, Chuxin; Lv, Jiamin; Xue, Yinsong; Luo, Xingguo - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014584786

Forecasting Intraday Volatility : Evidence from China Gold Futures Market

Ye, Chuxin; Luo, Xingguo; Xue, Yinsong; Lv, Jiamin - 2023

This study investigates the intraday realized volatility (RV) forecasting of gold futures in China. To predict the RV in the last half an hour before the day trading close (LH), we decompose the whole trading period into several intervals. RVs in day trading intervals can predict the RV in LH,...

Persistent link: https://www.econbiz.de/10014257516