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全文
2008
The Analysis of Loan Guarantee with Contingent Liability
王耀輝
財務金融學刊
2018
An analysis on the intraday trading activity of VIX derivatives
Kao D.-X.; Tsai W.-C.; Wang Y.-H.
; Yen K.-C.
Journal of Futures Markets
3
4
2005
Another look at the relationship between cross-market correlation and volatility
Bartram S.M.; Wang Y.-H.
Finance Research Letters
29
0
2017
The Asymmetric Relation between Time-Varying Risk Aversion and VIX Index
Yen-Ming Chen; WANG YAW-HUEI
期貨與選擇權學刊
2008
Asymmetry and Long Memory in the Dynamics of Interest Rate Volatility
YAW-HUEI WANG
; Pei-Shih Weng
Journal of Futures and Options
2008
Bounds and Prices of Currency Cross-Rate Options
Chung, San-Lin
; SAN-LIN CHUNG
; YAW-HUEI WANG
Journal of Banking and Finance
2008
Dynamic hedging with futures: A copula-based GARCH model
Hsu C.-C.; Tseng C.-P.; Wang Y.-H.
Journal of Futures Markets
88
77
2007
The Euro and European financial market dependence
Bartram S.M.; Taylor S.J.; Wang Y.-H.
Journal of Banking and Finance
175
149
2015
European financial market dependence: An industry analysis
Bartram S.M.; Wang Y.-H.
Journal of Banking and Finance
18
14
2009
The Impact of Jump Dynamics on the Predictive Power of Option -Implied Densities
王耀輝
SSRN Electronic Journal
0
0
2009
The impact of jump dynamics on the predictive power of option-implied densities
Wang Y.-H.
Journal of Derivatives
6
7
2011
The impact of liquidity on option prices
Chou R.K.; Chung S.-L.
; Hsiao Y.-J.; Wang Y.-H.
Journal of Futures Markets
20
19
2010
The impact of non-trading periods on the measurement of volatility
Wang Y.-H.
; Hsiao Y.-J.
Review of Pacific Basin Financial Markets and Policies
5
0
2018
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Lin Z.-Y.; Chang C.-C.; Wang Y.-H.
Journal of Banking and Finance
7
7
2016
The Information Content of Intraday Implied Volatility for Volatility Forecasting
Wang Y.-H.
; Wang Y.-Y.
Journal of Forecasting
20
17
2018
The information content of option-implied tail risk on the future returns of the underlying asset
Wang Y.-H.
; Yen K.-C.
Journal of Futures Markets
3
4
2010
Information content of options trading volume for future volatility: Evidence from the Taiwan options market
Chang C.-C.; Hsieh P.-F.; Wang Y.-H.
Journal of Banking and Finance
37
36
2019
The information content of the implied volatility term structure on future returns
Wang Y.-H.
; Yen K.-C.
European Financial Management
10
24
2011
The information content of the S and P 500 index and VIX options on the dynamics of the S and P 500 index
Chung S.-L.
; Tsai W.-C.; Wang Y.-H.
; Weng P.-S.
Journal of Futures Markets
36
36
2015
The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options
Tsai W.-C.; Chiu Y.-T.; Wang Y.-H.
Journal of Futures Markets
9
9