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Impacts of implied volatility...
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Huang, Alex
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ECONIS (ZBW)
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Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex
- In:
Computational economics
37
(
2011
)
3
,
pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
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2
An optimization process in Value-at-Risk estimation
Huang, Alex
- In:
Review of financial economics : RFE
19
(
2010
)
3
,
pp. 109-116
Persistent link: https://www.econbiz.de/10008652920
Saved in:
3
Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
Saved in:
4
Volatility forecasting by quantile regression
Huang, Alex
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 423-433
Persistent link: https://www.econbiz.de/10009530201
Saved in:
5
Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Saved in:
6
Value at risk estimation by quantile regression and kernel estimator
Huang, Alex
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 225-251
Persistent link: https://www.econbiz.de/10009774455
Saved in:
7
Asymmetric dynamics of stock price continuation
Huang, Alex
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1839-1855
Persistent link: https://www.econbiz.de/10009616381
Saved in:
8
A value-at-risk approach with kernel estimator
Huang, Alex
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 379-395
Persistent link: https://www.econbiz.de/10003828521
Saved in:
9
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
10
Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets
Li, Nan
;
Huang, Alex
- In:
Journal of emerging market finance
10
(
2011
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10009301364
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