Financial Econometrics, Mathematics and Statistics
Latest Publications

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Published By Springer New York

9781493994274, 9781493994298

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Alternative Methods to Estimate Implied Variance: Review and Comparison

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_18 ◽

2019 ◽

pp. 473-490

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Alternative Methods

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Stochastic Volatility Option Pricing Models

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_17 ◽

2019 ◽

pp. 461-472

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Option Pricing ◽

Stochastic Volatility ◽

Pricing Models

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Hedge Ratio and Time-Series Analysis

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_11 ◽

2019 ◽

pp. 317-354

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Hedge Ratio ◽

Series Analysis

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Econometric Approach to Financial Analysis, Planning, and Forecasting

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_5 ◽

2019 ◽

pp. 125-157

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Financial Analysis ◽

Econometric Approach

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Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_22 ◽

2019 ◽

pp. 571-582

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Option Pricing ◽

Model Integration ◽

Pricing Model ◽

Constant Elasticity ◽

Constant Elasticity Of Variance ◽

Option Pricing Model ◽

Detailed Derivation ◽

Variance Option

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Two Alternative Binomial Option Pricing Model Approaches to Derive Black–Scholes Option Pricing Model

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_13 ◽

2019 ◽

pp. 379-391

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Option Pricing ◽

Pricing Model ◽

Black Scholes ◽

Option Pricing Model

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Time Series: Analysis, Model, and Forecasting

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_10 ◽

2019 ◽

pp. 279-316

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Analysis Model ◽

Series Analysis

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Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_23 ◽

2019 ◽

pp. 583-621

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Option Pricing ◽

Interest Rates ◽

Stochastic Volatility ◽

Stochastic Interest Rates ◽

Stochastic Interest ◽

Hedging Performance

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Spurious Regression and Data Mining in Conditional Asset Pricing Models

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_9 ◽

2019 ◽

pp. 243-275

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Data Mining ◽

Asset Pricing ◽

Pricing Models ◽

Spurious Regression ◽

Asset Pricing Models ◽

Conditional Asset Pricing

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Multivariate Analysis: Discriminant Analysis and Factor Analysis

Financial Econometrics, Mathematics and Statistics ◽

10.1007/978-1-4939-9429-8_16 ◽

2019 ◽

pp. 439-457

Author(s):

Cheng-Few Lee ◽

Hong-Yi Chen ◽

John Lee

Keyword(s):

Factor Analysis ◽

Multivariate Analysis ◽

Discriminant Analysis

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Financial Econometrics, Mathematics and StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Alternative Methods to Estimate Implied Variance: Review and Comparison

Stochastic Volatility Option Pricing Models

Hedge Ratio and Time-Series Analysis

Econometric Approach to Financial Analysis, Planning, and Forecasting

Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation

Two Alternative Binomial Option Pricing Model Approaches to Derive Black–Scholes Option Pricing Model

Time Series: Analysis, Model, and Forecasting

Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates

Spurious Regression and Data Mining in Conditional Asset Pricing Models

Multivariate Analysis: Discriminant Analysis and Factor Analysis

Financial Econometrics, Mathematics and Statistics
Latest Publications