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Hanxue Yang

Tampere University of Technology

P.O. 541, Korkeakoulunkatu 8 (Festia building)

Tampere, FI-33101

Finland

  • Tampere University of Technology

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Estimating and Using GARCH Models with VIX Data for Option Valuation

Number of pages: 33 Posted: 31 Oct 2012 Last Revised: 24 Jun 2016
Juho Kanniainen, Binghuan Lin and Hanxue Yang
Tampere University, Tampere University of Technology and Tampere University of Technology
Downloads 1,129 (47,794)
Citation 5

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Option valuation, VIX, GARCH, Estimation

2.

Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets

Number of pages: 34 Posted: 09 Jun 2015 Last Revised: 12 Jan 2016
Hanxue Yang and Juho Kanniainen
Tampere University of Technology and Tampere University
Downloads 408 (179,037)
Citation 11

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Infinite-activity Levy jumps, Non-affine models, MCMC, VIX, Options

3.

Enhance of Expanded Graphite in Double Layer Phase Change Walls on the Temperature and Energy Consumption

Number of pages: 29 Posted: 10 Aug 2021
Hanxue Yang, Guanhua Zhang, Binlin Dou, Zhiqiang Liu and Wenchao Qi
Tampere University of Technology, University of Shanghai for Science and Technology, University of Shanghai for Science and Technology - Shanghai Key Laboratory of Multiphase Flow and Heat Transfer in Power Engineering, University of Shanghai for Science and Technology and China Petroleum & Chemical Corporation - SINOPEC
Downloads 40 (1,183,237)
Citation 3

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