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Bin Zhao

Personal Details

First Name:Bin
Middle Name:
Last Name:Zhao
Suffix:
RePEc Short-ID:pzh572
[This author has chosen not to make the email address public]

Affiliation

Shanghai Advanced Institute of Finance (SAIF)
Shanghai Jiao Tong University

Shanghai, China
http://www.saif.sjtu.edu.cn/

:


RePEc:edi:ifsjtcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Qian Han & Bin Zhao, 2014. "The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components," WISE Working Papers 2014-01-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

Articles

  1. 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, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Qian Han & Bin Zhao, 2014. "The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components," WISE Working Papers 2014-01-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

    Cited by:

    1. Genevre Covindassamy & Michel A. Robe & Jonathan Wallen, 2016. "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers) 8588, Inter-American Development Bank.

Articles

  1. 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, August.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

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  1. No paper was announced in a field specific NEP report

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