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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
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The Euro and European financial market dependence
Bartram, Söhnke M.; Taylor, Stephen; Wang, Yaw-Huei - In: Journal of banking & finance 31 (2007) 5, pp. 1461-1481
Persistent link: https://www.econbiz.de/10003461173
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Bounds and prices of currency cross-rate options
Chung, San-Lin; Wang, Yaw-Huei - In: Journal of banking & finance 32 (2008) 5, pp. 631-642
Persistent link: https://www.econbiz.de/10003702565
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 4, pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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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
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The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San-lin; Tsai, Wei-che; Wang, Yaw-huei; Weng, … - In: The journal of futures markets 31 (2011) 12, pp. 1170-1201
Persistent link: https://www.econbiz.de/10009355722
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The impact of liquidity on option prices
Chou, Robin K.; Chung, San-lin; Hsiao, Yu-jen; Wang, … - In: The journal of futures markets 31 (2011) 12, pp. 1116-1141
Persistent link: https://www.econbiz.de/10009355730
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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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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
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The information content of trading activity and quote changes : evidence from VIX Options
Tsai, Wei-Che; Chiu, Ying-Tzu; Wang, Yaw-Huei - In: The journal of futures markets 35 (2015) 8, pp. 715-737
Persistent link: https://www.econbiz.de/10011392636