biao guo
Names
| first: | biao |
| last: | guo |
Contact
| homepage: | http://www.mathfinance.cn |
Affiliations
-
Renmin University of China
→ School of Finance
- website
- location: Beijing, China
Research profile
author of:
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Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction
by Biao Guo & Qian Han & Doojin Ryu -
How Important is a Non‐Default Factor for CDS Valuation?
by Biao Guo & Qian Han & Jaeram Lee & Doojin Ryu -
Asymmetric and negative return-volatility relationship: the case of the VKOSPI
by Biao Guo & Qian Han & Doojin Ryu & Robert I. Webb -
A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange
by Biao Guo & Qian Han & Maonan Liu & Doojin Ryu -
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components
by Biao Guo & Qian Han & Bin Zhao -
Non-parametric Tests for the Martingale Restriction: A New Approach
by Biao Guo & Qian Han & Doojin Ryu -
A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange
by Biao Guo & Qian Han & Maonan Liu & Doojin Ryu -
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES
by Biao Guo & David Newton -
The Number of State Variables for CDS Pricing
by Biao Guo & Qian Han & Doojin Ryu -
Sell in May and Go Away: Evidence from China
by Guo, Biao & Luo, Xingguo & Zhang, Ziding -
A note on why doesn't the choice of performance measure matter?
by Guo, Biao & Xiao, Yugu -
CDS Inferred Stock Volatility
by Biao Guo -
Forecasting the Term Structure of Implied Volatilities
by Guo, Biao & Han, Qian & Lin, Hai