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~person:"Luo, Jiawen"
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Luo, Jiawen
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ECONIS (ZBW)
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The determinants of liquidity with G-RJMCMC-VS model : evidence from China
Chen, Langnan
;
Luo, Jiawen
;
Liu, Hao
- In:
Economic modelling
35
(
2013
),
pp. 192-198
Persistent link: https://www.econbiz.de/10010258868
Saved in:
2
Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
Saved in:
3
Volatility dependences of stock markets with structural breaks
Luo, Jiawen
;
Chen, Langnan
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
Saved in:
4
Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data
Luo, Jiawen
;
Chen, Langnan
;
Zhang, Weiguo
- In:
Applied economics
51
(
2019
)
5
,
pp. 422-443
Persistent link: https://www.econbiz.de/10012160576
Saved in:
5
Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen
;
Chen, Langnan
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
Saved in:
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