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ECONIS (ZBW)
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1
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
2
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
Saved in:
3
Technical analysis : an asset allocation perspective on the use of moving averages
Zhu, Yingzi
;
Zhou, Guofu
- In:
Journal of financial economics
92
(
2009
)
3
,
pp. 519-544
Persistent link: https://www.econbiz.de/10003860033
Saved in:
4
Variance term structure and VIX futures pricing
Zhu, Yingzi
;
Zhang, Jin E.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
Saved in:
5
Asset allocation: can technical analysis add value?
Zhou, Guofu
;
Zhu, Yingzi
;
Qiang, Sheng
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 43-58
Persistent link: https://www.econbiz.de/10009706524
Saved in:
6
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu
;
Zhu, Yingzi
- In:
Management science : journal of the Institute for …
61
(
2015
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
Saved in:
7
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
8
Minimum-relative-entropy calibration of asset-pricing models
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 447-472
Persistent link: https://www.econbiz.de/10001255560
Saved in:
9
Managing the volatility risk of portfolios of derivate securities : the Lagrangian uncertain volatility model
Avellaneda, Marco
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10001209610
Saved in:
10
Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar
Avellaneda, Marco
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001700519
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