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~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~person:"Xiong, Xiong"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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Caporin, Massimiliano
Xiong, Xiong
Long, Huaigang
5
Almeida, Caio
4
Ardison, Kym
4
Chiang, Thomas C.
4
Garcia, René
4
Gupta, Rangan
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Hammoudeh, Shawkat
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Barunik, Jozef
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Bee, Marco
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Ji, Qiang
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Jiang, Yuexiang
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Kumar, Dilip
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Landsman, Zinoviy
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Liu, Bing-Yue
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Liu, Jinjing
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McMillan, David G.
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Nguyen, Duc Khuong
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Ruenzi, Stefan
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Trapin, Luca
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Ur Rehman, Mobeen
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Vicente, Jose
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Weigert, Florian
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Zaremba, Adam
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Aboura, Sofiane
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Al Rababa'a, Abdel Razzaq
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Al-Yahyaee, Khamis Hamed
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Alshater, Muneer Maher
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Bali, Turan G.
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Camponovo, Lorenzo
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Chen, Jiusheng
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Chiou, Wan-jiun Paul
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Clements, Adam
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Tail risks, firm characteristics, and stock returns
Wang, Chen
;
Xiong, Xiong
;
Shen, Dehua
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552558
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2
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
3
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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