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An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang - In: Econometric reviews 36 (2017) 6/9, pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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Forecasting tourism demand with a new time-varying forecast averaging approach
Sun, Yuying; Zhang, Jian; Li, Xin; Wang, Shouyang - In: Journal of travel research : a quarterly publication of … 62 (2023) 2, pp. 305-323
Persistent link: https://www.econbiz.de/10014245383
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Evolving competition between Hong Kong and Shenzhen ports
Tian, Xin; Liu, Liming; Wang, Shouyang - In: Maritime policy and management : MPM 42 (2015) 7/8, pp. 729-745
Persistent link: https://www.econbiz.de/10011490906
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Model averaging for interval-valued data
Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang - In: European journal of operational research : EJOR 301 (2022) 2, pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
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Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei; Ma, Yanyuan; Wan, Alan T. K.; Zhang, Xinyu - In: Econometric reviews 39 (2020) 10, pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
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Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying; Qiao, Kenan; Wang, Shouyang - In: Quantitative finance 21 (2021) 5, pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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Model averaging based on leave-subject-out cross-validation
Gao, Yan; Zhang, Xinyu; Wang, Shouyang; Zou, Guohua - In: Journal of econometrics 192 (2016) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10011616012
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Estimation of market prices of risks in the G.A.R.C.H. diffusion model
Wu, Xinyu; Zhou, Hailin; Wang, Shouyang - In: Economic research 31 (2018) 1,1, pp. 15-36
Persistent link: https://www.econbiz.de/10012311929
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An investigation of return and volatility linkages among stock markets : a study of emerging Asian and selected developed countries
Bhowmik, Roni; Wang, Shouyang - In: Journal of international trade & commerce 14 (2018) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10011948776
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Threshold autoregressive models for interval-valued time series data
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang - In: Journal of econometrics 206 (2018) 2, pp. 414-446
Persistent link: https://www.econbiz.de/10012110403