经济学
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14 篇有效样本 · 按发表日期由新到旧排列
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Energy Finance and Trade Credit: Evidence From China's Shanghai Crude Oil Futures
作者Changchun Pan; Yuhang Song; Paresh Kumar Narayan; Yuzhe Huang
作者单位1. School of Economics Jilin University Changchun Jilin China; 2. Monash University Melbourne Australia; 3. School of Business Shantou University Shantou Guangdong China
A New Analytical Approach for Pricing Variance and Volatility Swaps: Incorporating Liquidity and Self‐Exciting Jumps
作者Xin‐Jiang He; Dong Yan; Sha Lin
作者单位1. School of Economics Zhejiang University of Technology Hangzhou Zhejiang China; 2. Institute for Industrial System Modernization Zhejiang University of Technology Hangzhou Zhejiang China; 3. School of Statistics University of International Business and Economics Beijing China; 4. School of Finance Zhejiang Gongshang University Hangzhou Zhejiang China; 5. School of Tailong Finance Zhejiang Gongshang University Hangzhou Zhejiang China
The Dynamic Extreme Comovement Between Options Market Ambiguity and Implied Volatility
作者Qiang Chen; Yuting Gong; Yu Han; Ying Huang
作者单位1. School of Economics Shanghai University of Finance and Economics Shanghai China; 2. Key Laboratory of Mathematical Economics (SUFE) Ministry of Education Shanghai China; 3. SILC Business School Shanghai University Shanghai China; 4. School of Public Finance and Administration Shanghai Lixin University of Accounting and Finance Shanghai China
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