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Items where Author is "Peng, Yue"

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Peng, Yue and Ng, Wing Lon (2012) 'Analysing financial contagion and asymmetric market dependence with volatility indices via copulas.' Annals of Finance, 8 (1). pp. 49-74. ISSN 1614-2446

Markose, Sheri M and Peng, Yue and Alentorn, Amadeo (2012) 'Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices.'

This list was generated on Wed Oct 27 01:55:33 2021 BST.