Concepedia

Xinfeng Ruan

XR

16

Publications

327

Citations

11

H-Index

2013

Active since

Affiliations

University of Otago(Current)

Auckland University of Technology

Southwestern University of Finance and Economics

Xinfeng Ruan is an author at University of Otago specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingFinancial EconomicsEconomicsOption PricingVolatility ModelingEconomic AnalysisManagementStatistics

Publications per year

2013–2023

16

Publications

16

Volatility-of-volatility and the cross-section of option returns

Xinfeng Ruan · Journal of Financial Markets · 2019 · 45 citations

Option Pricing, Multivariate Stochastic Volatility, Volatility Modeling +3

Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan · Journal of Computational and Applied Mathematics · 2013 · 40 citations

Risk-neutral moments in the crude oil market

Xinfeng Ruan, Jin E. Zhang · Energy Economics · 2018 · 27 citations

Economics, Volatility Modeling, Asset Pricing +6

Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices

Jiling Cao, Xinfeng Ruan, Wenjun Zhang · Journal of Futures Markets · 2020 · 27 citations

Index System, Option Pricing, Volatility Modeling +15

Doing well while doing good: ESG ratings and corporate bond returns

Sebastian A. Gehricke, Xinfeng Ruan, Jin E. Zhang · Applied Economics · 2023 · 26 citations

Rows per page

1–5 of 16