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Volatility
34
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Option pricing theory
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9
Shin, Haeyoung
9
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9
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7
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7
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7
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7
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6
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5
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5
Luo, Xingguo
5
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Wei, Qiang
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4
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4
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4
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3
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3
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ECONIS (ZBW)
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171
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji
;
Zhang, Jin E.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 556-580
Persistent link: https://www.econbiz.de/10009786515
Saved in:
172
Causality in the VIX futures market
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10010218057
Saved in:
173
The challenge of globalization for large Chinese firms
Nolan, Peter
;
Zhang, Jin
- In:
World development : the multi-disciplinary …
30
(
2002
)
12
,
pp. 2089-2107
Persistent link: https://www.econbiz.de/10001748498
Saved in:
174
VIX futures
Zhang, Jin E.
;
Zhu, Yingzi
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 521-531
Persistent link: https://www.econbiz.de/10003319527
Saved in:
175
Hedging volatility risk
Brenner, Menachem
;
Ou, Ernest Y.
;
Zhang, Jin E.
- In:
Journal of banking & finance
30
(
2006
)
3
,
pp. 811-821
Persistent link: https://www.econbiz.de/10003300389
Saved in:
176
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
177
Asset pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
-
2006
Persistent link: https://www.econbiz.de/10003406960
Saved in:
178
Variance term structure and VIX futures pricing
Zhu, Yingzi
;
Zhang, Jin E.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
Saved in:
179
Methodology for determining the acceptability of given designs in uncertain environments
Kleijnen, Jack P. C.
;
Pierreval, Henri
;
Zhang, Jin
-
2009
Persistent link: https://www.econbiz.de/10003819752
Saved in:
180
Doing well while doing good : ESG ratings and corporate bond returns
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1916-1934
Persistent link: https://www.econbiz.de/10014475234
Saved in:
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