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Examination on the relationship between VHSI, HSI and future realized volatility with Kalman filter
Chen, Yanhui; Lai, Kin Keung - In: Eurasian business review 3 (2013) 2, pp. 200-216
Persistent link: https://www.econbiz.de/10010371947
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Identification and prediction of currency crisis : Markov switching-based approach
Du, Jiangze; Yu, Runfang; Lai, Kin Keung - In: The Singapore economic review : journal of the Economic … 65 (2020) 6, pp. 1667-1698
Persistent link: https://www.econbiz.de/10012589885
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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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An information diffusion-based model of oil futures price
Li, Ziran; Sun, Jiajing; Wang, Shouyang - In: Energy economics 36 (2013), pp. 518-525
Persistent link: https://www.econbiz.de/10009724648
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Nonparametric quantile frontier estimation under shape restriction
Wang, Yongqiao; Wang, Shouyang; Dang, Chuangyin; Ge, Wenxiu - In: European journal of operational research : EJOR 232 (2014) 3, pp. 671-678
Persistent link: https://www.econbiz.de/10010224949
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An empirical analysis of the relationship between Chinese RMB fluctuation and overall unemployment rates in US
Li, Ziran; Bao, Qin; Wang, Shouyang; Cheng, Siwei - In: Review of Pacific Basin financial markets and policies 16 (2013) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010233372
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Risk-return trade-off, information diffusion, and U.S. stock market predictability
Xie, Haibin; Wang, Shouyang - In: International journal of financial engineering 2 (2015) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011493115
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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying; Qiao, Kenan; Wang, Shouyang - In: Quantitative finance 21 (2021) 5, pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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Crude oil price forecasting based on internet concern using an extreme learning machine
Wang, Jue; Athanasopoulos, George; Hyndman, Rob J.; … - In: International journal of forecasting 34 (2018) 4, pp. 665-677
Persistent link: https://www.econbiz.de/10012031079