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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; … - In: Journal of econometrics 222 (2021) 1,2, pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - In: Applied economics 50 (2018) 7, pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
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Daily market news sentiment and stock prices
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - In: Applied economics 51 (2019) 30, pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
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Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu; Wang, Yazhen - In: Journal of econometrics 194 (2016) 2, pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu; Kong, Xin-Bing; Li, Cui-Xia; Wang, Yazhen - In: Journal of econometrics 203 (2018) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
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Regional economic growth and the role of high-speed rail in China
Yao, Shujie; Zhang, Fan; Wang, Feng; Ou, Jinghua - In: Applied economics 51 (2019) 32, pp. 3465-3479
Persistent link: https://www.econbiz.de/10012196858
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Dynamic relationship between China's inward and outward foreign direct investments
Yao, Shujie; Wang, Pan; Zhang, Jing; Ou, Jinghua - In: China economic review : an international journal 40 (2016), pp. 54-70
Persistent link: https://www.econbiz.de/10011771783
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On corporate philanthropy of private firms and trade credit financing in China
Yang, Yan; Yao, Shujie; He, Hongbo; Ou, Jinghua - In: China economic review : an international journal 57 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012317817