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The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen; Huang, Zhuo; Wang, Tianyi; Zhang, Cong - In: Journal of empirical finance 73 (2023), pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
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The spirit of capitalism and the equity premium
Wang, Qin; Zou, Yiheng; Ren, Yu; Huang, Zhuo - In: Annals of economics and finance 16 (2015) 2, pp. 493-513
Persistent link: https://www.econbiz.de/10011428191
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Modeling dynamic higher moments of crude oil futures
Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
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Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi; Liang, Fang; Huang, Zhuo; Yan, Hong - In: Economic modelling 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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Have existing theories explained the accrual anomaly? : an evaluation based on the decomposition method
Hu, Zhi-an; Huang, Zhuo; Lin, Dawei; Qiu, Zhimin - In: Accounting and finance 62 (2022) 3, pp. 3645-3675
Persistent link: https://www.econbiz.de/10013468227
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Do high-frequency data improve multivariate volatility forecasting for investors with different investment horizons?
Yu, Limin; Huang, Zhuo - 2022
Persistent link: https://www.econbiz.de/10015053841
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Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen; Hansen, Peter Reinhard - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014506906