Ye Yue

Tampere University

Korkeakoulunkatu 8

Tampere, 33720

Finland

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

The Arrival of News and Jumps in Stock Markets

Number of pages: 28 Posted: 13 Jan 2017 Last Revised: 10 Jan 2019

Juho Kanniainen and Ye Yue

Tampere University and Tampere University

Downloads 283 (271,230)

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2.

Modeling Volatility Risk Premium

Posted: 24 Mar 2016

Kossi Gnameho, Juho Kanniainen and Ye Yue

Maastricht University - Department of Quantitative Economics, Tampere University and Tampere University

Abstract:

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