Similar Search Results

Political corruption, trust, and household stock market participation

Bu, Di; Hanspal, Tobin; Liao, Yin - In: Journal of banking & finance 138 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013461750

The benefit of modeling jumps in realized volatility for risk prediction : evidence from Chinese mainland stocks

Liao, Yin - In: Pacific-Basin finance journal 23 (2013), pp. 25-48

Persistent link: https://www.econbiz.de/10009737829

Forecasting global equity market volatilities

Zhang, Yaojie; Ma, Feng; Liao, Yin - In: International journal of forecasting 36 (2020) 4, pp. 1454-1475

Persistent link: https://www.econbiz.de/10012546804

News and network structures in equity market volatility

Clements, Adam; Liao, Yin - 2016

Persistent link: https://www.econbiz.de/10011777149

Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting

Lu, Fei; Ma, Feng; Bouri, Elie; Liao, Yin - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543949

Does Decomposing Realized Volatility Help in Risk Prediction : Evidence from Chinese Mainland Stocks

Liao, Yin - 2011

This article studies the risk forecasting properties of three realized volatility models for three Chinese individual stocks, and reveals the important role that jumps can play in risk prediction. I firstly investigate dynamic pattern of jumps in three Chinese stocks, and find that relative to...

Persistent link: https://www.econbiz.de/10013131542