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VIX forecasting and variance r...
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Liu, Qiang
135
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28
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18
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17
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12
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11
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8
The journal of futures markets
8
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7
International journal of production research
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3
IEEE transactions on engineering management : EM
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Canonical distribution, implied binomial tree, and the pricing of American options
Liu, Qiang
;
Guo, Shuxin
- In:
The journal of futures markets
33
(
2013
)
2
,
pp. 183-198
Persistent link: https://www.econbiz.de/10009699448
Saved in:
2
Variance-constrained canonical least-squares Monte Carlo : an accurate method for pricing American options
Liu, Qiang
;
Guo, Shuxin
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 77-89
Persistent link: https://www.econbiz.de/10010461176
Saved in:
3
The 52-week high momentum strategy and economic policy uncertainty : evidence from China
Zhou, Xuemei
;
Liu, Qiang
;
Guo, Shuxin
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
2
,
pp. 428-440
Persistent link: https://www.econbiz.de/10012802093
Saved in:
4
GARCH pricing and hedging of VIX options
Liu, Qiang
;
Jiao, Yuhan
;
Guo, Shuxin
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1039-1066
Persistent link: https://www.econbiz.de/10013287915
Saved in:
5
Do overnight returns explain firm-specific investor sentiment in China?
Zhou, Xuemei
;
Liu, Qiang
;
Guo, Shuxin
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 451-477
Persistent link: https://www.econbiz.de/10013175837
Saved in:
6
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
7
Pricing kernel monotonicity and term structure : evidence from China
Jiao, Yuhan
;
Liu, Qiang
;
Guo, Shuxin
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012662415
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8
An excellent approximation for the m out of n day provision
Liu, Qiang
;
Guo, Shuxin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012663765
Saved in:
9
Improving and extending the Wu-Zhu static hedge
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 26-41
Persistent link: https://www.econbiz.de/10014231121
Saved in:
10
The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market
Liu, Qiang
;
Qiao, Gaoxiu
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1569-1585
Persistent link: https://www.econbiz.de/10011945910
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