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Using Richardson extrapolation...
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Option pricing theory
40
Optionspreistheorie
40
Volatility
32
Volatilität
31
Option trading
28
Optionsgeschäft
28
Derivat
22
Derivative
22
Theorie
22
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22
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19
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18
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132
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Wang, Yaw-Huei
59
Chang, Chuang-Chang
46
Tsai, Wei-Che
46
Chang, Chuang-chang
35
Chung, San-Lin
27
Hsieh, Pei-Fang
16
Lin, Jun-Biao
16
Wang, Yaw-huei
16
Chung, San-lin
10
Bartram, Söhnke M.
9
Taylor, Stephen J.
9
Weng, Pei-Shih
9
Tsai, Wei-che
8
Yu, Min-Teh
8
Lin, Chih-Yung
6
Shih, Pai-Ta
6
Wu, Ming-Hung
6
Ho, Po-Hsin
5
Ho, Ruey-Jenn
5
Hsiao, Yu-Jen
5
Lai, Hung-Neng
5
Lin, Jun-biao
5
Yen, Kuang-Chieh
5
Câmara, António
4
Keswani, Aneel
4
Taylor, Stephen
4
Tsao, Chueh-Yung
4
Chen, Miao-Ling
3
Chiu, Junmao
3
Hsieh, Pei-fang
3
Huang, Hong-Gia
3
Huang, Jr-Wei
3
Hung, Mao-Wei
3
Li, Wen-Shen
3
Lin, Zih-Ying
3
San-Lin, Chung
3
Shih, Pai-ta
3
Stapleton, Richard C.
3
Tseng, Chih-Ping
3
Wang, Jane-Sue
3
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Money Macro and Finance Research Group
1
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The journal of futures markets
23
Journal of banking & finance
18
Pacific-Basin finance journal
9
Review of quantitative finance and accounting
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Journal of Banking & Finance
6
Research in finance
6
International review of economics & finance : IREF
5
Review of Quantitative Finance and Accounting
4
Asia-Pacific journal of financial studies
3
Finance research letters
3
International review of financial analysis
3
Journal of financial markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Finance Research Letters
2
International journal of forecasting
2
Journal of Financial Markets
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Quantitative Finance
2
Research in international business and finance
2
24th Australasian Finance and Banking Conference 2011 Paper
1
Advances in Pacific Basin business, economics and finance
1
Advances in financial planning and forecasting
1
Advances in investment analysis and portfolio management : a research annual
1
Applied Financial Economics
1
Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European Financial Management
1
European financial management : the journal of the European Financial Management Association
1
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1
International Journal of Financial Research
1
International Journal of Forecasting
1
International Review of Financial Analysis
1
International journal of business
1
International journal of financial research
1
Jingji-lunwen
1
Journal of Futures Markets
1
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ECONIS (ZBW)
141
OLC EcoSci
31
RePEc
27
Other ZBW resources
2
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91
The information content of the implied volatility term structure on future returns
Wang, Yaw-Huei
;
Yen, Kuang-Chieh
- In:
European Financial Management
25
(
2018
)
2
,
pp. 380-406
Persistent link: https://www.econbiz.de/10012089840
Saved in:
92
Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang
;
Tseng, Chih-Ping
;
Wang, Yaw-Huei
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
Saved in:
93
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
Saved in:
94
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
Saved in:
95
A new simple square root option pricing model
Câmara, António
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
Saved in:
96
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
Saved in:
97
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
Saved in:
98
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:
99
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
Saved in:
100
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
Saved in:
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