Research Repository

Items where Author is "Shen, L"

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Number of items: 5.

Article

Chen, J and Shen, L and Wang, X and Zuo, H (2015) 'The role of variance risk premium in predicting excess stock market return: out-of-sample evidences.' Applied Economics Letters, 22 (17). 1382 - 1388. ISSN 1350-4851

Haven, E and Liu, X and Shen, L (2012) 'De-noising option prices with the wavelet method.' European Journal of Operational Research, 222 (1). 104 - 112. ISSN 0377-2217

Haven, E and Liu, X and Ma, C and Shen, L (2009) 'Revealing the implied risk-neutral MGF from options: The wavelet method.' Journal of Economic Dynamics and Control, 33 (3). 692 - 709. ISSN 0165-1889

Monograph

Liu, X and Cao, Y and Ma, C and Shen, L (2019) Wavelet-based option pricing: An empirical study. UNSPECIFIED. UNSPECIFIED.

Conference or Workshop Item

Callaghan, V and Gardner, M and Horan, B and Scott, J and Shen, L and Wang, M (2008) A mixed reality teaching and learning environment. In: UNSPECIFIED, ? - ?.

This list was generated on Wed Jun 19 06:33:14 2019 BST.