Similar Search Results

Peer effects in consumption among Chinese rural households

Ling, Chen; Zhang, Anquan; Zhen, Xiaopeng - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2333-2347

Persistent link: https://www.econbiz.de/10012124723

Crude oil risk forecasting : new evidence from multiscale analysis approach

He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583

Persistent link: https://www.econbiz.de/10011976731

Institutional determinants of inward FDI : evidence from Pakistan

Uddin, Moshfique; Chowdhury, Anup; Zafar, Sheeba; … - In: International business review : the official journal of … 28 (2019) 2, pp. 344-358

Persistent link: https://www.econbiz.de/10011997579

A Bayesian semiparametric realized stochastic volatility model

Liu, Jia - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-22

This paper proposes a semiparametric realized stochastic volatility model by integrating the parametric stochastic volatility model utilizing realized volatility information and the Bayesian nonparametric framework. The flexible framework offered by Bayesian nonparametric mixtures not only...

Persistent link: https://www.econbiz.de/10012800257

Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation

Ni, Xuanming; Qian, Long; Zhao, Huimin; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805046

Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries

Thampanya, Natthinee; Wu, JunJie; Nasir, Muhammad Ali; … - In: Journal of international financial markets, … 65 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012495783

Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices

Liu, Jia - In: Journal of risk 24 (2021) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10012816791

Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models

Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012301075

Temperature and trading behaviours

Liu, Huajin; Zhang, Wei; Zhang, Xiaotao; Liu, Jia - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013255888

The causal effect of political risk on the stock market : evidence from a natural experiment

Li, Zhibing; Liu, Jia; Liu, Jie; Liu, Xiaoyu; Zhu, Yinglun - In: Australian economic papers 63 (2024) 1, pp. 145-162

Persistent link: https://www.econbiz.de/10014540240