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Wei Guan

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This is information that was supplied by Wei Guan in registering through RePEc. If you are Wei Guan , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Wei
Middle Name:
Last Name: Guan
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RePEc Short-ID: pgu309

Email: [This author has chosen not to make the email address public]
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Affiliation

College of Business
University of South Florida
Location: St. Petersburg, Florida (United States)
Homepage: http://www.stpt.usf.edu/cob/
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Postal: 140 Seventh Avenue South, COB 348, St. Petersburg, Florida 33701
Handle: RePEc:edi:cbusfus (more details at EDIRC)

Works

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Articles

  1. Ederington, Louis H. & Guan, Wei, 2010. "Longer-Term Time-Series Volatility Forecasts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(04), pages 1055-1076, August.
  2. Ederington, Louis H. & Guan, Wei, 2010. "How asymmetric is U.S. stock market volatility?," Journal of Financial Markets, Elsevier, vol. 13(2), pages 225-248, May.
  3. Ederington, Louis & Guan, Wei, 2005. "The information frown in option prices," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1429-1457, June.

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Corrections

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