Zhiguang Wang, Ph.D.
Affiliations: | 2009 | Florida International University, Miami, FL, United States |
Area:
FinanceGoogle:
"Zhiguang Wang"Parents
Sign in to add mentor| Prasad Bidarkota | grad student | 2009 | Florida International | |
| (Three essays on asset pricing.) | ||||
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Publications
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| Elliott L, Elliott M, Slaa CT, et al. (2019) New generation grain contracts in corn and soybean commodity markets Journal of Commodity Markets. 100113 |
| Wang Z, Dupoyet BV. (2019) A dimension‐invariant cascade model for VIX futures Journal of Futures Markets. 39: 1214-1227 |
| Wu F, Myers RJ, Guan Z, et al. (2015) Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices Journal of Empirical Finance. 34: 260-274 |
| Fausti SW, Wang Z, Qasmi BA, et al. (2014) Risk and Marketing Behavior: Pricing Fed Cattle on a Grid Agricultural Economics. 45: 601-612 |
| Schmitz A, Wang Z, Kimn JH. (2014) A jump diffusion model for agricultural commodities with bayesian analysis Journal of Futures Markets. 34: 235-260 |
| Wang Z, Fausti SW, Qasmi BA. (2012) Variance risk premiums and predictive power of alternative forward variances in the corn market Journal of Futures Markets. 32: 587-608 |
| Wang Z, Daigler RT. (2011) The performance of VIX option pricing models: Empirical evidence beyond simulation Journal of Futures Markets. 31: 251-281 |