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ECONIS (ZBW)
RePEc
11
OLC EcoSci
4
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1
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
2
Currency exchange rate predictability : the new power of Bitcoin prices
Feng, Wenjun
;
Zhang, Zhengjun
- In:
Journal of international money and finance
132
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014290854
Saved in:
3
Risk-weighted cryptocurrency indices
Feng, Wenjun
;
Zhang, Zhengjun
- In:
Finance research letters
51
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014291558
Saved in:
4
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
Saved in:
5
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
6
An intrinsic robust rank-one-approximation approach for currency portfolio optimization
Huang, Hongxuan
;
Zhang, Zhengjun
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 160-189
Persistent link: https://www.econbiz.de/10012137919
Saved in:
7
Max-linear regression models with regularization
Cui, Qiurong
;
Xu, Yuqing
;
Zhang, Zhengjun
;
Chan, Vincent
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 579-600
Persistent link: https://www.econbiz.de/10012619747
Saved in:
8
Editorial for the special issue on financial econometrics in the age of the digital economy
Linton, Oliver
;
Todorov, Viktor
;
Zhang, Zhengjun
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10012619415
Saved in:
9
Annals issue: financial econometrics in the age of the digital economy
Zhang, Zhengjun
(
ed.
);
Todorov, Viktor
(
ed.
); …
-
International Symposium on Financial Engineering and …
-
2021
Persistent link: https://www.econbiz.de/10012619792
Saved in:
10
Special issue on financial engineering and risk management
Zhang, Zhengjun
(
ed.
);
Linton, Oliver
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012140255
Saved in:
1
2
3
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