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Conditional density forecast of China's energy demand via QRNN model
Cao, Shubo; Xu, Qifa; Jiang, Cuixia; He, Yaoyao - In: Applied economics letters 25 (2018) 12, pp. 867-875
Persistent link: https://www.econbiz.de/10012130465
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Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty
Jiang, Cuixia; Xiong, Wei; Xu, Qifa; Liu, Yezheng - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012487913
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A self-attention based cross-sectional return forecasting model with evidence from the Chinese market
Hua, Xia - In: Finance research letters 62 (2024) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014530926
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Policy signals, credibility and market expectations : evidence from the Chinese bond market
Li, Na; Feng, Meile; Liu, Rong - In: Finance research letters 58 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014584790
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539
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The macroeconomic attention index : evidence from China
Zeng, Qing; Cao, Jiawei; Guo, Yangli; Dong, Dayong - In: Finance research letters 52 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472045
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COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei; Cheng, Lu; Liu, Ranran; Zheng, Xiaolong; … - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
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The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng; Cao, Jiawei - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
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Climate risk and Chinese stock volatility forecasting : evidence from ESG index
Wang, Jiqian; Li, Liang - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014473275