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Volatility
Option pricing theory
28
Optionspreistheorie
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Volatilität
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Option trading
14
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14
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Wang, Yaw-Huei
12
Wang, Yaw-huei
7
Câmara, António
4
Yen, Kuang-Chieh
4
Chang, Chuang-Chang
2
Chang, Chuang-chang
2
Lo, Chien-Ling
2
Popova, Ivilina
2
Shih, Pai-Ta
2
Wang, Yun-Yi
2
Bartram, Söhnke M.
1
Chih-Wei, Tang
1
Câmara, Ana
1
Heston, Steven L.
1
Hsiao, Yu-Jen
1
Hsiao, Yu-jen
1
Hsieh, Pei-Fang
1
Hsieh, Pei-fang
1
Huang, Teng-hao
1
Kao, Dian-Xuan
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Keswani, Aneel
1
Lin, Jun-biao
1
Lin, Zih-Ying
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Simkins, Betty J.
1
Simkins, Betty Jo
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Tsai, Wei-Che
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Tsai, Wei-che
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The journal of futures markets
3
Journal of banking & finance
2
Journal of forecasting
2
Asia-Pacific journal of financial studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
1
Pacific-Basin finance journal
1
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Two counters of jumps
Câmara, António
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
Saved in:
2
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
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3
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Saved in:
4
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
5
The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
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6
Volatility information in the trading activity of stocks, options, and volatility options
Wang, Yaw-huei
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10009779086
Saved in:
7
The relationships between sentiment, returns and volatility
Wang, Yaw-Huei
;
Keswani, Aneel
;
Taylor, Stephen
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
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8
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
9
The impact of non-trading periods on the measurement of volatility
Wang, Yaw-huei
;
Hsiao, Yu-jen
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
4
,
pp. 607-620
Persistent link: https://www.econbiz.de/10008987297
Saved in:
10
The volatility and density prediction performance of alternative GARCH models
Huang, Teng-hao
;
Wang, Yaw-huei
- In:
Journal of forecasting
31
(
2012
)
2
,
pp. 157-171
Persistent link: https://www.econbiz.de/10009503689
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