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~isPartOf:"Finance research letters"
~person:"Liang, Chao"
~person:"Wen, Fenghua"
~subject:"Stock market"
~subject:"Ölpreis"
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Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Wang, Lu
;
Zhao, Chenchen
;
Liang, Chao
;
Jiu, Song
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
Saved in:
2
Extreme event shocks and dynamic volatility interactions : the stock, commodity, and carbon markets in China
Zhao, Lili
;
Liu, Wenhua
;
Zhou, Min
;
Wen, Fenghua
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013459821
Saved in:
3
The impact of the infectious diseases and commodity on stock markets
Chen, Lin
;
Min, Feng
;
Liu, Wenhua
;
Wen, Fenghua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553551
Saved in:
4
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
Saved in:
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