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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The European journal of finance"
~person:"Li, Kai"
~source:"econis"
~subject:"Share price"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
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Theorie
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Theory
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Stochastic delay differential equations
5
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Stochastischer Prozess
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Li, Kai
Dunis, Christian
6
Westerhoff, Frank H.
5
Chen, Jing
4
He, Xue-zhong
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Aguiar-Conraria, Luís
3
Alfarano, Simone
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2
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Journal of economic dynamics & control
The European journal of finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Finance working papers
2
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
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1
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
2
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
3
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
4
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
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