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Evaluation of credit value adjustment in K-forward
Hao, Xuemiao; Liang, Chunli; Wei, Linghua - In: Insurance / Mathematics & economics 76 (2017), pp. 95-103
Persistent link: https://www.econbiz.de/10011774785
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Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie; Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 43 (2024) 2, pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie; He, Mengxi; Zhao, Yuqi; Hao, Xianfeng - In: Bulletin of economic research 75 (2023) 4, pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
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Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014436646
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Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong; Hao, Xianfeng; Wu, Chongfeng - In: Journal of financial markets 53 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013271973
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Forecasting the real prices of crude oil : a robust weighted least squares approach
Wang, Yudong; Hao, Xianfeng - In: Energy economics 116 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013542061
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Good volatility, bad volatility, and time series return predictability
Yu, Honghai; Hao, Xianfeng; Wang, Yudong - In: The European journal of finance 28 (2022) 6, pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
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Population-driven urban road evolution dynamic model
Zhao, Fangxia; Wu, Jianjun; Sun, Huijun; Gao, Ziyou; … - In: Networks and spatial economics : a journal of … 16 (2016) 4, pp. 997-1018
Persistent link: https://www.econbiz.de/10011658434
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A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
Sun, Hua; Gao, Ziyou; Szeto, Wai Yuen; Long, Jiancheng; … - In: Networks and spatial economics : a journal of … 14 (2014) 3/4, pp. 409-433
Persistent link: https://www.econbiz.de/10011308772
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Resource allocation on the basis of priorities under multi-unit demand
Chen, Yajing; Jiao, Zhenhua; Zhang, Yang; Zhao, Fang - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607130