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Volatility
China
130
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98
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98
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52
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52
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51
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51
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English
36
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Li, Yan
8
Li, Youwei
8
Li, Yuying
6
Liang, Chao
6
Coleman, Thomas F.
3
Luu Duc Toan Huynh
3
Fan, Minyou
2
Gao, Yang
2
He, Xue-zhong
2
Li, Yangyang
2
Li, Yishi
2
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2
Liu, Jiadong
2
Liu, Jing
2
Ma, Feng
2
Wang, Panpan
2
Wang, Yaojun
2
Xu, Dinghai
2
Bai, Fan
1
Chen, Zhonglu
1
Coleman, T. F.
1
Dong, Xuefan
1
Dumitrescu Peculea, Adelina
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
5
The journal of computational finance
3
Applied economics
2
Computational economics
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
China finance review international
1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Finance research letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
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1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of economic dynamics & control
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas
1
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1
The review of financial studies
1
Waterloo economic series : working paper
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ECONIS (ZBW)
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Robustly hedging variable annuities with guarantees under jump and volatility risks
Coleman, T. F.
;
Kim, Y.
;
Li, Yuying
;
Patron, M.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10003483852
Saved in:
2
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
-
2010
Persistent link: https://www.econbiz.de/10003975439
Saved in:
3
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
4
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
5
Do benchmark African equity indices exhibit the stylized facts?
Li, Youwei
;
Hamill, Philip
;
Opong, Kwaku K.
- In:
Global finance journal
21
(
2010
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10008990274
Saved in:
6
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
- In:
Frontiers of economics in China : selected publications …
7
(
2012
)
1
,
pp. 22-43
Persistent link: https://www.econbiz.de/10009681371
Saved in:
7
Long memory, heterogeneity and trend chasing
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721654
Saved in:
8
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
Saved in:
9
Reconstructing the unknown local volatility function
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 77-102
Persistent link: https://www.econbiz.de/10001638601
Saved in:
10
Risk spillover and network connectedness analysis of China's green bond and financial markets : evidence from financial events of 2015-2020
Gao, Yang
;
Li, Yangyang
;
Wang, Yaojun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822084
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