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ECONIS (ZBW)
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Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
-
2010
Persistent link: https://www.econbiz.de/10003975439
Saved in:
2
Do benchmark African equity indices exhibit the stylized facts?
Li, Youwei
;
Hamill, Philip
;
Opong, Kwaku K.
- In:
Global finance journal
21
(
2010
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10008990274
Saved in:
3
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
4
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
5
Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
Saved in:
6
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
- In:
Frontiers of economics in China : selected publications …
7
(
2012
)
1
,
pp. 22-43
Persistent link: https://www.econbiz.de/10009681371
Saved in:
7
Asymmetric volatility spillovers between economic policy uncertainty and stock markets : evidence from China
Wang, Ziwei
;
Li, Youwei
;
He, Feng
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549831
Saved in:
8
The asymmetric impacts of oil price and shocks on inflation in BRICS : a multiple threshold nonlinear ARDL model
Li, Youshu
;
Guo, Junjie
- In:
Applied economics
54
(
2022
)
12
,
pp. 1377-1395
Persistent link: https://www.econbiz.de/10012875243
Saved in:
9
Time variation of expected returns on REITs : implications for market integration and the financial crisis
Li, Yuming
- In:
The journal of real estate research
38
(
2016
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10011755164
Saved in:
10
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
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