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The model-free measures and th...
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Volatilität
China
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Liu, Xiaoquan
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Ma, Chenghu
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1
The model-free measures and the volatility spread
Chen, Jian
;
Liu, Xiaoquan
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1829-1833
Persistent link: https://www.econbiz.de/10009232136
Saved in:
2
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
Saved in:
3
A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
4
Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
Saved in:
5
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
6
Herding and market volatility
Fei, Tianlun
;
Liu, Xiaoquan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013252516
Saved in:
7
Procyclical volatility in Chinese stock markets
Deschamps, Bruno
;
Fei, Tianlun
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10013191850
Saved in:
8
Macroeconomic forecasts and commodity futures volatility
Ye, Wuyi
;
Guo, Ranran
;
Deschamps, Bruno
;
Jiang, Ying
; …
- In:
Economic modelling
94
(
2021
),
pp. 981-994
Persistent link: https://www.econbiz.de/10012695606
Saved in:
9
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
10
Cross-sectional return dispersion and volatility prediction
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012231130
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