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Guan, Wei's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
13,373 |
Total
Citations
54 |
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1.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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8,507
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12
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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1,299
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16
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implied volatility, options, market efficiency
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3.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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747
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10
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4.
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Higher Order Greeks
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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Posted:
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18 Aug 04
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Last Revised:
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06 Dec 06
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746
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2
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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520
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2
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Option Greeks, hedging, Delta, Gamma, Vega
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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226
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2
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Options, Greeks, Delta, Gamma
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5.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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493
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6
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6.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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15 Jan 07
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Last Revised:
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30 Aug 08
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383
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1
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GARCH, EGARCH, volatility, options
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7.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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338
(42,351)
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3
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GARCH, EGARCH, options, volatility, volatility forecasting, value-at-risk
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8.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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221
(68,296)
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3
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Implied volatility, asymmetric volatility, GARCH, EGARCH, volatility
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9.
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The Bias in Time-Series Volatility Forecasts
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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Posted:
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17 Mar 09
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Last Revised:
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17 May 09
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205
(73,795)
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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101
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GARCH, EGARCH, volatility, value-at-risk
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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104
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GARCH, EGARCH, volatility, value-at-risk
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10.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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203
(74,507)
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Volatility, GARCH, forecasting
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11.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg Yang, Zongfei(Lisa) University of Oklahoma - Division of Finance
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184
(82,036)
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event studies, bonds, financial econometrics
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12.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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25
(260,820)
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implied volatility, volatility smile, variance risk premium, GARCH, conditional heteroskedasticity
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13.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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22
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1
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14.
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Ederington, Louis H. University of Oklahoma - Division of Finance Guan, Wei University of South Florida St. Petersburg
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