A State‐Price Volatility Index for China's Stock Market

M O'Neill, K Wang, Z Liu - Accounting & Finance, 2016 - Wiley Online Library
This study derives a volatility index for China's stock market with similar properties to the
Chicago Board Options Exchange Volatility Index (the 'VIX'). A long‐term benchmark of …
被引用次数：12 相关文章

[引用][C] A State-Price Volatility Index for China's Stock Market

M O'Neill, K Wang, ZF Liu, T Smith - Accounting and Finance, 2016 - ideas.repec.org
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[PDF][PDF] A State‐Price Volatility Index for China's Stock Market

M O'Neill, K Wang, ZF Liu - Accounting & Finance, 2016 - papers.ssrn.com
This study derives a volatility index for China's stock market with similar properties to the
Chicago Board Options Exchange Volatility Index (the 'VIX'). A long‐term benchmark of …

A State-Price Volatility Index for China's Stock Market

M O'Neill, K Wang, ZF Liu - Accounting and Finance, 2016 - research.bond.edu.au
This study derives a volatility index for China's stock market with similar properties to the
Chicago Board Options Exchange Volatility Index (the 'VIX'). A long-term benchmark of …

[引用][C] A State-Price Volatility Index for China's Stock Market

M O'Neill, K Wang, ZF Liu, T Smith - Accounting and Finance, 2016 - econpapers.repec.org
EconPapers: A State-Price Volatility Index for China's Stock Market EconPapers Economics
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[引用][C] A State-Price Volatility index for China's stock market

M O'Neill, K Wang, F Liu - Accounting and Finance, 2016 - research-repository.uwa.edu.au
A State-Price Volatility index for China's stock market — the UWA Profiles and Research Repository
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A State-Price Volatility Index for China's Stock Market.

M O'Neill, K Wang, ZF Liu, T Smith - Accounting & Finance, 2016 - search.ebscohost.com
This study derives a volatility index for China's stock market with similar properties to the
Chicago Board Options Exchange Volatility Index (the'VIX'). A long-term benchmark of …

[引用][C] A state-price volatility index for China's stock market

M O'Neill, K Wang, ZF Liu - Accounting and Finance, 2015 - espace.library.uq.edu.au
This study derives a volatility index for China's stock market with similar properties to the
Chicago Board Options Exchange Volatility Index (the 'VIX'). A long-term benchmark of …