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~subject:"Volatilität"
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Volatilität
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Chen, Nan
6
Ouyang, Zisheng
3
Yang, Nian
3
Zhou, Xuewei
3
Liu, Yanchu
2
Lu, Min
2
Wan, Xiangwei
2
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1
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ECONIS (ZBW)
12
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1
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1
Two problems in financial engineering
Chen, Nan
-
2006
Persistent link: https://www.econbiz.de/10003965291
Saved in:
2
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
3
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
4
The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
Saved in:
5
Exact simulation of the SABR model
Cai, Ning
;
Song, Yingda
;
Chen, Nan
- In:
Operations research
65
(
2017
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011739058
Saved in:
6
The 52-week high momentum strategy and economic policy uncertainty : evidence from China
Zhou, Xuemei
;
Liu, Qiang
;
Guo, Shuxin
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
2
,
pp. 428-440
Persistent link: https://www.econbiz.de/10012802093
Saved in:
7
The influence of cultural distance on the volatility of the international stock market
Zhou, Xiaoguang
;
Cui, Yadi
;
Wu, Shihwei
;
Wang, Weiqing
- In:
Economic modelling
77
(
2019
),
pp. 289-300
Persistent link: https://www.econbiz.de/10012198489
Saved in:
8
Going green : insight from asymmetric risk spillover between investor attention and pro-environmental investment
Deng, Chao
;
Zhou, Xiaoying
;
Peng, Cheng
;
Zhu, Huiming
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013457372
Saved in:
9
Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain
Ouyang, Zisheng
;
Zhou, Xuewei
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485468
Saved in:
10
Imported financial risk in global stock markets : evidence from the interconnected network
Ouyang, Zisheng
;
Zhou, Xuewei
;
Lu, Min
;
Liu, Ke
- In:
Research in international business and finance
69
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015052885
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