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The price of firm-level information uncertainty
Wang, Xi; Gao, Chao; Wang, Tianfu - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061561
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Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping; Hou, Weijie; Zhou, Shengyi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu; Song, Yuping - In: International journal of financial engineering 10 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
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Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping; Li, Zhenwei; Ma, Zhiren; Sun, Xiaoyu - In: Journal of forecasting 42 (2023) 5, pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
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Multiple time scales investor sentiment impact the stock market index fluctuation : from margin trading business perspective
Chen, Xinxin; Guo, Yanhong; Song, Yingying - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014445599
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The impact of contagion effects of media reports, investors' sentiment and attention on the stock market based on HAR-RV model
Lei, Bolin; Song, Yuping - In: International journal of financial engineering 10 (2023) 2, pp. 1-54
Persistent link: https://www.econbiz.de/10014304249
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The impact of Sino-US trade war on the co-movement between China's stock market and global stock markets
Song, Yuping; Sun, Yankun; Ma, Yue - In: International journal of financial engineering 10 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014304366