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Jump tail dependence in the Chinese stock market
Li, Sophia Zhengzi; Wang, Hao; Zhao, Hua - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2379-2396
Persistent link: https://www.econbiz.de/10011672561
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Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin; Cheng, Xiang; Zhuo, Jin; Wang, Hao - In: Insurance / Mathematics & economics 91 (2020), pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
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Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao; Dong, Yizhe; Sun, Mingli; Shi, Baofeng; Ji, Hao - In: Economic modelling 130 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
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Dependence structure between China's stock market and other major stock markets before and after the 2008 financial crisis
Ji, Hao; Wang, Hao; Xu, Jia; Liseo, Brunero - In: Emerging markets, finance and trade : EMFT 56 (2020) 11, pp. 2608-2624
Persistent link: https://www.econbiz.de/10012262880
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China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel multivariate wavelet-vine copula approach
Ji, Hao; Wang, Hao; Zhong, Rui; Li, Min - In: Economic modelling 93 (2020), pp. 187-204
Persistent link: https://www.econbiz.de/10012430113