Items where Author, Editor or other role is "Lu, Shan"
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Up a levelNumber of items: 7.
2023
| Lu, Shan (2023) Joint calibration of VIX and VXX options: does volatility clustering matter? The European Journal of Finance, . pp. 1-32. ISSN 1351-847X. E-ISSN 1466-4364. (doi:10.1080/1351847X.2023.2297042) (KAR id:104301) |
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2021
| Lu, S., Phimister, E. (2021) 10th International conference on futures and other derivatives (ICFOD). In: 10th International conference on futures and other derivatives (ICFOD), 11 - 12 Dec 2021, Nanning, China. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:93487) |
| Lu, S., Phimister, E. (2021) 15th International conference on computational and financial econometrics (CFE-CMStatistics). In: 15th International conference on computational and financial econometrics (CFE-CMStatistics), 18-20 Dec 2021, King's College London, London, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:93486) |
| Weerakkody, V., Sivarajah, U., Mahroof, K., Maruyama, T., Lu, S. (2021) Influencing subjective well-being for business and sustainable development using big data and predictive regression analysis. Journal of Business Research, 131 . pp. 520-538. (doi:10.1016/j.jbusres.2020.07.038) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:89961) |
2019
| Lu, S. (2019) Monte Carlo analysis of methods for extracting risk-neutral densities with affine jump diffusions. Journal of Futures Markets, 39 (12). pp. 1587-1612. (doi:10.1002/fut.22049) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:89962) |
| Lu, S. (2019) Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models. Asia-Pacific Financial Markets, 26 (2). pp. 129-168. ISSN 1387-2834. (doi:10.1007/s10690-018-9262-5) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:89963) |
2016
| Balaban, E., Lu, S. (2016) Forecasting the term structure of volatility of crude oil price changes. Economics Letters, 141 . pp. 116-118. ISSN 0165-1765. (doi:10.1016/j.econlet.2016.02.015) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:89964) |
