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Information contents of collateral under heterogeneous borrower qualities on the bank loans market in China
Zhichao Yin; Qiu, Mei; Gan, Li - In: China economic review : an international journal 57 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012317724
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Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu; McAleer, Michael - In: The econometrics journal 12 (2009) 2, pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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Subjective mortality risk and bequests
Gan, Li; Gong, Guan; Hurd, Michael D.; McFadden, Daniel - In: Journal of econometrics 188 (2015) 2, pp. 514-525
Persistent link: https://www.econbiz.de/10011503653
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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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Bequest motive, household portfolio choice, and wealth inequality in urban China
Yang, Xintong; Gan, Li - In: China economic review : an international journal 60 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012604606