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Du, Jiangze
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Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Chen, Yanhui
;
Lai, Kin Keung
;
Du, Jiangze
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10010514801
Saved in:
2
Identification and prediction of currency crisis : Markov switching-based approach
Du, Jiangze
;
Yu, Runfang
;
Lai, Kin Keung
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
6
,
pp. 1667-1698
Persistent link: https://www.econbiz.de/10012589885
Saved in:
3
The importance of hedging currency risk : evidence from CNY and CNH
Du, Jiangze
;
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Lai, Kin Keung
- In:
Economic modelling
75
(
2018
),
pp. 81-92
Persistent link: https://www.econbiz.de/10012101393
Saved in:
4
Do the Markov switching-based hybrid models perform better in forecasting exchange rates?
Du, Jiangze
;
Yu, Runfang
;
Li, Jin
;
Lai, Kin Keung
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
7
,
pp. 1497-1515
Persistent link: https://www.econbiz.de/10012210811
Saved in:
5
Chinese currency exchange rates analysis : risk management, forecasting, and hedging strategies
Du, Jiangze
;
Wang, Jying-Nan
;
Lai, Kin Keung
;
Wang, Chao
-
2018
Persistent link: https://www.econbiz.de/10011729310
Saved in:
6
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
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