Qian Han

发表

Does the World Smile Together? A Network Analysis of Global Index Option Implied Volatilities

Doojin Ryu, Jing Chen, Qian Han, 2021, SSRN Electronic Journal.

A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange

Biao Guo, Doojin Ryu, Qian Han, 2013 .

A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange

Biao Guo, Doojin Ryu, Qian Han, 2012 .

Reexamining the impact of closing call auction on market quality: A natural experiment from the Shanghai stock exchange

Jing Chen, Qian Han, Chengzhi Zhao, 2022, Pacific-Basin Finance Journal.

Asymmetric and negative return-volatility relationship: The case of the VKOSPI

Qian Han, Biao Guo, Doojin Ryu, 2012 .

Correlation analysis and systemic risk measurement of regional, financial and global stock indices

H. Stanley, Zhilin Qiao, Qian Han, 2020 .

Are There Gains from Using Information over the Surface of Implied Volatilities

Biao Guo, Hai Lin, Qian Han, 2018 .

Are There Gains from Using Information over the Surface of Implied Volatilities?

Biao Guo, Hai Lin, Qian Han, 2016 .

A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models

Qian Han, 2013 .

Equilibrium Market Prices Of Risks And Risk Aversion In A Complete Stochastic Volatility Model With Habit Formation: Empirical Risk Aversion From S&P 500 Index Options

Qian Han, Qian Han, 2010 .

Market Prices of Orthogonal Risk and Risk Aversion in Complete Stochastic Volatility Models: Theoretical and Empirical

C. Turvey, Qian Han, 2010 .

Equilibrium Market Prices of Risks and Market Risk Aversion in a Complete Stochastic Volatility Model with Habit Formation

C. Turvey, Qian Han, 2010 .

Forecasting the Term Structure of Implied Volatilities

Biao Guo, Hai Lin, Qian Han, 2015 .

A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic

C. Turvey, Qian Han, 2013 .

Hawkes processes in finance: market structure and impact

Steve Y. Yang, N. Taylor, Qian Han, 2022, The European Journal of Finance.

Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction

Biao Guo, Doojin Ryu, Qian Han, 2013 .

Is the KOSPI 200 Options Market Efficient? A Nonparametric Tests of the Martingale Restriction

Biao Guo, Qian Han, Doojin Ryu, 2011 .

Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash: Futures Trading Restrictions and Spot Market Quality

Jufang Liang, Qian Han, 2017 .

Research on the Elastic Space of Transmission Price of West-to-East Power Transmission Project

Qian Han, Changxiang Ren, 2021 .

How Important is a Non‐Default Factor for CDS Valuation?

Biao Guo, Doojin Ryu, Jaeram Lee, 2015 .

Forecasting the term structure of option implied volatility: The power of an adaptive method

Ying Chen, Linlin Niu, Qian Han, 2018, Journal of Empirical Finance.

The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components

Bing Zhao, Biao Guo, Qian Han, 2014 .

Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach

Yingxing Li, Hai-qiang Chen, Kai Wu, 2012 .

Macroeconomic Conditions, Volatility Components, and Term Structure of Implied Volatility: An Empirical Investigation

Qian Han, 2012 .

Sovereign Credit Spread Spillovers in Asia

Biao Guo, Doojin Ryu, Jinyoung Yu, 2020, Sustainability.

The Number of State Variables for CDS Pricing

Biao Guo, Doojin Ryu, Qian Han, 2013 .

Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

Jufang Liang, Qian Han, 2015 .