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Publications by Zhiyuan Simon Tan

The 2008 UK Banking Crash: Evidence From Option Implied Volatility

2013English

Related publications

Intraday Volatility Forecasting From Implied Volatility

International Journal of Managerial Finance
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The Relationship Between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

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A CNN Based System for Predicting the Implied Volatility and Option Prices

2020English

The Connectedness Between Crude Oil and Financial Markets: Evidence From Implied Volatility Indices

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Implied Volatility and Warrant Issuing Strategies: Some Evidence From the Johannesburg Stock Exchange

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An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence

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Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts

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Implied Volatility Functions: Empirical Tests

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Option‐implied Information and Stock Herding

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