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Estimation
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Bai, Lu
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Li, Xiao-Lin
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ECONIS (ZBW)
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Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
2
Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Chang, Tsangyao
;
Bai, Lu
- In:
Romanian journal of economic forecasting
21
(
2018
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012019810
Saved in:
3
Stock market cycle and business cycle in China : evidence from a bootstrap rolling window approach
Li, Xiao-Lin
;
Li, Yi-Na
;
Bai, Lu
- In:
Review of economics & finance
17
(
2019
)
3
,
pp. 35-50
Persistent link: https://www.econbiz.de/10012105319
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