Jinghong Shu

发表

The relationship between implied and realized volatility of S&P 500 index

Jinghong Shu, Jin E. Zhang, 2003 .

PRICING S&P 500 INDEX OPTIONS UNDER STOCHASTIC VOLATILITY WITH THE INDIRECT INFERENCE METHOD

Jinghong Shu, Jin E. Zhang, 2004 .

Causality in the VIX futures market

Jinghong Shu, Jin E. Zhang, 2012 .

Testing range estimators of historical volatility

Jinghong Shu, Jin E. Zhang, 2006 .

The new market for volatility trading

Jinghong Shu, Jin E. Zhang, M. Brenner, 2010 .

Pricing S&P 500 index options with Heston's model

Jin E. Zhang, Jinghong Shu, Jinghong Shu, 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings..

Investor sentiment, variance risk premium and delta-hedged gains

Jinghong Shu, Jin E. Zhang, Y. Chen, 2016 .