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International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Liu, Fang - In: The North American journal of economics and finance : a … 47 (2019), pp. 168-183
Persistent link: https://www.econbiz.de/10012117833
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Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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Predicting energy futures high-frequency volatility using technical indicators : the role of interaction
Gong, Xue; Ye, Xin; Zhang, Weiguo; Zhang, Yue - In: Energy economics 119 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014280143