Narrow search
Showing 1 - 10 of 91
Cover Image
A robust general equilibrium stochastic volatility model with recursive preference investors
Xu, Weidong; Li, Hongyi; Wu, Chongfeng - In: Annals of economics and finance 12 (2011) 2, pp. 217-231
Persistent link: https://www.econbiz.de/10009425023
Cover Image
Risk concentration of aggregated dependent risks : the second-order properties
Tong, Bin; Wu, Chongfeng; Xu, Weidong - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10009501691
Cover Image
When to buy or sell in supply chains with the presence of mergers
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of production economics 163 (2015), pp. 137-145
Persistent link: https://www.econbiz.de/10011286994
Cover Image
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Cover Image
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan; Xu, Weijun; Li, Hongyi; Zhong, Weiwei - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Cover Image
A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Cover Image
Uncertainty index and stock volatility prediction : evidence from international markets
Gong, Xue; Zhang, Weiguo; Xu, Weijun; Li, Zhe - In: Financial innovation : FIN 8 (2022), pp. 1-44
This study investigates the predictability of a fixed uncertainty index (UI) for realized variances (volatility) in the international stock markets from a high-frequency perspective. We construct a composite UI based on the scaled principal component analysis (s-PCA) method and demonstrate that...
Persistent link: https://www.econbiz.de/10013272632
Cover Image
Impact of decision rules and non-cooperative behaviors on minimum consensus cost in group decision making
Xu, Weijun; Chen, Xin; Dong, Yucheng; Chiclana, Francisco - In: Group decision and negotiation 30 (2021) 6, pp. 1239-1260
Persistent link: https://www.econbiz.de/10012699245
Cover Image
Public disclosure with information sharing in financial market
Xu, Weijun; Pan, Shiliang; Ji, Yucheng; Zhao, Qi - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472467
Cover Image
ESG disclosure and investor welfare under asymmetric information and imperfect competition
Ji, Yucheng; Xu, Weijun; Zhao, Qi; Jia, Zecheng - In: Pacific-Basin finance journal 78 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463805