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Nonlinearity, data-snooping, and stock index ETF return predictability

Yang, Jian; Cabrera, Juan; Wang, T'ao - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 498-507

Persistent link: https://www.econbiz.de/10003897177

Linear and nonlinear predictability of international securitized real estate returns : a reality check

Cabrera, Juan; Wang, T'ao; Yang, Jianke - In: The journal of real estate research 33 (2011) 4, pp. 565-594

Persistent link: https://www.econbiz.de/10009491970

Out-of-sample predictability in international equity markets : a model selection approach

Xiaojing Su; Wang, T'ao; Yang, Jian - In: The financial review : the official publication of the … 44 (2009) 4, pp. 559-582

Persistent link: https://www.econbiz.de/10003899949

Multiperiod corporate default prediction : a forward intensity approach

Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209

Persistent link: https://www.econbiz.de/10009673113

Time-varying risk-returm trade-off in the stock market

Guo, Hui; Wang, Zijun; Yang, Jian - In: Journal of money, credit and banking : JMCB 45 (2013) 4, pp. 623-650

Persistent link: https://www.econbiz.de/10009759991

Information flows within and across sectors in Chinese stock markets

Wang, Zijun; Kutan, Ali Mustafa; Yang, Jian - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 767-780

Persistent link: https://www.econbiz.de/10003099294

Are there exploitable trends in commodity futures prices?

Han, Yufeng; Hu, Ting; Yang, Jian - In: Journal of banking & finance 70 (2016), pp. 214-234

Persistent link: https://www.econbiz.de/10011635208

"Optimal" probabilistic and directional predictions of financial returns

Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119

Persistent link: https://www.econbiz.de/10003943949

Forecast of economic growth by time series and scenario planning method : a case study of Shenzhen

Wang, Tao - In: Modern economy 7 (2016) 2, pp. 212-222

Persistent link: https://www.econbiz.de/10011548606

Multiperiod Corporate Default Prediction - A Forward Intensity Approach

Duan, Jin-Chuan - 2012

A forward intensity model for the prediction of corporate defaults over different future periods is proposed. Maximum pseudo-likelihood analysis is then conducted on a large sample of the US industrial and financial firms spanning the period 1991-2011 on a monthly basis. Several commonly used...

Persistent link: https://www.econbiz.de/10013115024