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Xinfeng Ruan
Xinfeng Ruan
在 xjtlu.edu.cn 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity
J Huang, W Zhu, X Ruan
Journal of Computational and Applied Mathematics 263, 152-159, 2014
432014
Investor attention and market microstructure
X Ruan, JE Zhang
Economics Letters 149, 125-130, 2016
312016
Volatility-of-volatility and the cross-section of option returns
X Ruan
Journal of Financial Markets 48, 100492, 2020
302020
Risk-neutral moments in the crude oil market
X Ruan, JE Zhang
Energy Economics 72, 583-600, 2018
302018
Left-tail risk in China
F Zhen, X Ruan, JE Zhang
Pacific-Basin Finance Journal 63, 101391, 2020
262020
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices
J Cao, X Ruan, W Zhang
Journal of Futures Markets 40 (6), 945-973, 2020
172020
Equilibrium variance risk premium in a cost-free production economy
X Ruan, JE Zhang
Journal of Economic Dynamics and Control 96, 42-60, 2018
162018
The implied volatility smirk of commodity options
X Jia, X Ruan, JE Zhang
Journal of Futures Markets 41 (1), 72-104, 2021
142021
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
X Ruan, W Zhu, J Huang, JE Zhang
Economic Modelling 54, 326-338, 2016
142016
National air pollution and the cross-section of stock returns in China
S Kirk-Reeve, SA Gehricke, X Ruan, JE Zhang
Journal of Behavioral and Experimental Finance 32, 100572, 2021
122021
Pricing VIX derivatives with infinite‐activity jumps
J Cao, X Ruan, S Su, W Zhang
Journal of Futures Markets 40 (3), 329-354, 2020
112020
Doing well while doing good: ESG ratings and corporate bond returns
SA Gehricke, X Ruan, JE Zhang
Applied Economics 56 (16), 1916-1934, 2024
102024
VIX option‐implied volatility slope and VIX futures returns
J Yoon, X Ruan, JE Zhang
Journal of Futures Markets 42 (6), 1002-1038, 2022
102022
Ambiguity on uncertainty and the equity premium
X Ruan, JE Zhang
Finance Research Letters 38, 101429, 2021
92021
Can the relative price ratio of gold to platinum predict the Chinese stock market?
X Han, X Ruan, Y Tan
Pacific-Basin Finance Journal 62, 101379, 2020
92020
The COVID‐19 risk in the Chinese option market
J Li, X Ruan, SA Gehricke, JE Zhang
International Review of Finance, 2022
82022
The implied volatility smirk in SPY options
W Guo, SA Gehricke, X Ruan, JE Zhang
Applied Economics 53 (23), 2671-2692, 2021
72021
Moment spreads in the energy market
X Ruan, JE Zhang
Energy Economics 81, 598-609, 2019
72019
Exponential stability of stochastic differential equation with mixed delay
W Zhu, J Huang, X Ruan, Z Zhao
Journal of Applied Mathematics 2014 (1), 187037, 2014
72014
Optimal portfolio and consumption with habit formation in a jump diffusion market
X Ruan, W Zhu, J Hu, J Huang
Applied Mathematics and Computation 222, 391-401, 2013
72013
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