1
H index
1
i10 index
46
Citations
Binghuan Lin : Citation Profile
| RESEARCH PRODUCTION: 1 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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1 years (2014 - 2014). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Binghuan Lin. | Is cited by:
| Cites to:
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Main data
Where Binghuan Lin has published?
Recent works citing Binghuan Lin (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Forecasting VIX using two-component realized EGARCH model. (2023). Liu, LI ; Zhao, AN ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000578. Full description at Econpapers || Download paper |
| 2023 | Empirical performance of component GARCH models in pricing VIX term structure and VIX futures. (2023). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Chang, Li-Han ; Cheng, Hung-Wen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:122-142. Full description at Econpapers || Download paper |
| 2023 | Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing. (2023). Stentoft, Lars ; Rastegari, Javad ; Escobar-Anel, Marcos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001382. Full description at Econpapers || Download paper |
| 2023 | GARCH option pricing with volatility derivatives. (2023). Park, Yang-Ho ; Oh, Dong Hwan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002989. Full description at Econpapers || Download paper |
| 2023 | Modeling S&P500 returns with GARCH models. (2023). Inzunza, Alejandra ; Alfaro, Rodrigo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000170. Full description at Econpapers || Download paper |
| 2023 | Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg–Marquardt optimization algorithm. (2023). Hamdi, Abdelouahed ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:204:y:2023:i:c:p:660-678. Full description at Econpapers || Download paper |
| 2024 | Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269. Full description at Econpapers || Download paper |
| 2024 | Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market. (2024). Wang, LU ; Jiang, Gongyue ; Ma, Xuekun ; Qiao, Gaoxiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:415-437. Full description at Econpapers || Download paper |
| 2024 | VIX futures and its closed?form pricing through an affine GARCH model with realized variance. (2021). Wang, Zerong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:135-156. Full description at Econpapers || Download paper |
| 2023 | Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614. Full description at Econpapers || Download paper |
Works by Binghuan Lin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Estimating and using GARCH models with VIX data for option valuation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 46 |
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