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Pricing VIX options with reali...
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1
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
2
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
3
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
4
Do VIX futures contribute to the valuation of VIX options?
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1644-1664
Persistent link: https://www.econbiz.de/10013465803
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
Good volatility, bad volatility, and VIX futures pricing : evidence from the decomposition of VIX
Tong, Chen
;
Huang, Zhuo
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 117-143
Persistent link: https://www.econbiz.de/10014231129
Saved in:
7
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
8
VIX term structure and VIX futures pricing with realized volatility
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Journal of Futures Markets
39
(
2018
)
1
,
pp. 72-93
Persistent link: https://www.econbiz.de/10012082148
Saved in:
9
The predictive power of macroeconomic uncertainty for commodity futures volatility
Huang, Zhuo
;
Liang, Fang
;
Tong, Chen
- In:
International Review of Finance
21
(
2020
)
3
,
pp. 989-1012
Persistent link: https://www.econbiz.de/10012282312
Saved in:
10
Do VIX futures contribute to the valuation of VIX options?
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
- In:
Journal of Futures Markets
42
(
2021
)
9
,
pp. 1644-1664
Persistent link: https://www.econbiz.de/10012808305
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