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Bid-ask spread, strike prices...
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ECONIS (ZBW)
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1
Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582
Saved in:
2
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
3
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Saved in:
4
De-noising option prices with the wavelet method
Haven, Emmanuel E.
;
Liu, Xiaoquan
;
Shen, Liya
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 104-112
Persistent link: https://www.econbiz.de/10009569559
Saved in:
5
Measuring the subprime crisis contagion : evidence of change point analysis of copula functions
Ye, Wuyi
;
Liu, Xiaoquan
;
Miao, Baiqi
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10009569564
Saved in:
6
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:
7
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:
8
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:
9
Financing high-tech SMEs in China : a three-stage model of business development
Liu, Xiaoquan
- In:
Entrepreneurship and regional development : an …
23
(
2011
)
3/4
,
pp. 217-234
Persistent link: https://www.econbiz.de/10008936799
Saved in:
10
Revealing the implied risk-neutral MGF from options : the wavelet method
Haven, Emmanuel E.
;
Liu, Xiaoquan
;
Ma, Chenghu
;
Ma, Chenghu
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10003817991
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