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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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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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Poor vision among China's rural primary school students : prevalence, correlates and consequences
Yi, Hongmei; Zhang, Linxiu; Ma, Xiaochen; Congdon, Nathan; … - In: China economic review : an international journal 33 (2015), pp. 247-262
Persistent link: https://www.econbiz.de/10011458194
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Computer technology in education : evidence from a pooled study of computer assisted learning programs among rural students in China
Mo, Di; Huang, Weiming; Shi, Yaojiang; Zhang, Linxiu; … - In: China economic review : an international journal 36 (2015), pp. 131-145
Persistent link: https://www.econbiz.de/10011564909
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What constrains mechanization in Chinese agriculture? : role of farm size and fragmentation
Wang, Xiaobing; Yamauchi, Futoshi; Huang, Jikun; … - In: China economic review : an international journal 62 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012607447
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Anemia and student's educational performance in rural Central China : prevalence, correlates and impacts
Li, Lili; Huang, Lei; Shi, Yaojiang; Renfu, Luo; Yang, … - In: China economic review : an international journal 51 (2018), pp. 283-293
Persistent link: https://www.econbiz.de/10012008692
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Can reading programs improve reading skills and academic performance in rural China?
Gao, Qiufeng; Wang, Huan; Mo, Di; Shi, Yaojiang; Kenny, … - In: China economic review : an international journal 52 (2018), pp. 111-125
Persistent link: https://www.econbiz.de/10012009105