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Zhang, Zhengjun
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Feng, Wenjun
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Lin, Hang
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Mao, Guangyu
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Xu, Mengyu
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ECONIS (ZBW)
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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
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:
3
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
4
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
5
Stock market interactions driven by large declines
Ma, Yong
;
Zhang, Weiguo
;
Zhang, Zhengjun
;
Xu, Weidong
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 159-171
Persistent link: https://www.econbiz.de/10010485770
Saved in:
6
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
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