Items where Author is "Peng, Yue"
 | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.
Article
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. DOI https://doi.org/10.1007/s10436-011-0181-y
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.