Chung-Ying Yeh

Finance · 2010–2012

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Chung-Ying Yeh trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Bjørn Eraker
  2. Jun Pan
  3. David S. Bates
  4. Christopher S. Jones
  5. Peter P. Carr
  6. Gabriel Pérez-Quirós
  7. Dilip B Madan 5

Papers from Chung-Ying Yeh's perspective

Ordered by how strongly the researchers Chung-Ying Yeh trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  5. Option Prices, Implied Price Processes, and Stochastic Volatility
  6. Firm Size and Cyclical Variations in Stock Returns
  7. The dynamics of stochastic volatility: evidence from underlying and options markets
  8. An empirical comparison of continuous-time models of implied volatility indices
  9. Optimal positioning in derivative securities
  10. The Pricing of Options and Corporate Liabilities

Their papers