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Risk premia in forward foreign exchange rates : a comparison of signal extraction and regression methods
Wang, Zhiguang; Bidarkota, Prasad V. - In: Empirical economics : a journal of the Institute for … 42 (2012) 1, pp. 21-51
Persistent link: https://www.econbiz.de/10009487363
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A long-run risks model of asset pricing with fat tails
Wang, Zhiguang (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003814891
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The performance of VIX option pricing models : empirical evidence beyond simulation
Wang, Zhiguang; Daigler, Robert T. - In: The journal of futures markets 31 (2011) 3, pp. 251-281
Persistent link: https://www.econbiz.de/10008908399
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A jump diffusion model for agricultural commodities with Bayesian analysis
Schmitz, Adam; Wang, Zhiguang; Kimn, Jung-han - In: The journal of futures markets 34 (2014) 3, pp. 235-260
Persistent link: https://www.econbiz.de/10010355435
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Expected utility, risk and marketing behavior : theory and evidence from the fed cattle market
Fausti, Scott W.; Wang, Zhiguang; Lange, Brent - In: Canadian journal of agricultural economics : CJAE 61 (2013) 3, pp. 371-395
Persistent link: https://www.econbiz.de/10010246247
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Seasonality and stochastic volatility in wheat options
Osei, Michael; Wang, Zhiguang - In: The journal of economics 41 (2015) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011437374
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Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng; Myers, Robert J.; Guan, Zhengfei; Wang, Zhiguang - In: Journal of empirical finance 34 (2015), pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
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Risk and marketing behavior : pricing fed cattle on a grid
Fausti, Scott W.; Wang, Zhiguang; Qasmi, Bashir A.; … - In: Agricultural economics : the journal of the … 45 (2014) 5, pp. 601-612
Persistent link: https://www.econbiz.de/10010414344
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Multistep forecast of the implied volatility surface using deep learning
Medvedev, Nikita; Wang, Zhiguang - In: The journal of futures markets 42 (2022) 4, pp. 645-667
Persistent link: https://www.econbiz.de/10013187579
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Variance risk premiums and predictive power of alternative forward variances in the corn market
Wang, Zhiguang; Fausti, Scott W.; Qasmi, Bashir A. - In: The journal of futures markets 32 (2012) 6, pp. 587-608
Persistent link: https://www.econbiz.de/10010218789