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Biao Guo

This is information that was supplied by Biao Guo in registering through RePEc. If you are Biao Guo, 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:Biao
Middle Name:
Last Name:Guo
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RePEc Short-ID:pgu306
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http://www.mathfinance.cn
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  1. Biao Guo & Qian Han & Doojin Ryu, 2013. "Non-parametric Tests for the Martingale Restriction: A New Approach," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  2. Biao Guo & Qian Han & Maonan Liu & Doojin Ryu, 2013. "A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  3. Biao Guo & Qian Han & Doojin Ryu, 2013. "The Number of State Variables for CDS Pricing," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  4. Biao Guo & Qian Han & Doojin Ryu & Robert I. Webb, 2013. "Asymmetric and negative return-volatility relationship: the case of the VKOSPI," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  1. Guo, Biao & Xiao, Yugu, 2016. "A note on why doesn't the choice of performance measure matter?," Finance Research Letters, Elsevier, vol. 16(C), pages 248-254.
  2. Biao Guo, 2016. "CDS Inferred Stock Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(8), pages 745-757, 08.
  3. Biao Guo & Qian Han & Jaeram Lee & Doojin Ryu, 2015. "How Important is a Non‐Default Factor for CDS Valuation?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(11), pages 1088-1101, November.
  4. Biao Guo & Qian Han & Bin Zhao, 2014. "The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(8), pages 788-806, 08.
  5. Guo, Biao & Luo, Xingguo & Zhang, Ziding, 2014. "Sell in May and Go Away: Evidence from China," Finance Research Letters, Elsevier, vol. 11(4), pages 362-368.
  6. Biao Guo & David Newton, 2013. "Regime-Dependent Liquidity Determinants Of Credit Default Swap Spread Changes," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(2), pages 279-298, 06.
  7. Biao Guo & Qian Han & Doojin Ryu, 2013. "Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(7), pages 629-652, 07.
  8. Biao Guo & Qian Han & Maonan Liu & Doojin Ryu, 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," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(S4), pages 197-212, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (1) 2014-05-09. Author is listed
  2. NEP-SEA: South East Asia (1) 2014-05-09. Author is listed
  3. NEP-TRA: Transition Economics (1) 2014-05-09. Author is listed

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