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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Oil and the short-term predictability of stock return volatility
Wang, Yudong; Wei, Yu; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 47 (2018), pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
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Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
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The diffusion of technological progress in ICT
Elstner, Steffen; Grimme, Christian; Kecht, Valentin; … - In: European economic review : EER 149 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013438818
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State-dependent or time-dependent pricing? : new evidence from a monthly firm-level survey: 1980-2017
Dixon, Huw; Grimme, Christian - In: European economic review : EER 150 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013474049