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Conditional coskewness in stock and bond markets : time-series evidence
Yang, Jian; Zhou, Yinggang; Wang, Zijun - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2031-2049
Persistent link: https://www.econbiz.de/10008748077
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The joint determinantion of the number and the type of structural changes
Wang, Zijun - In: Economics letters 93 (2006) 2, pp. 222-227
Persistent link: https://www.econbiz.de/10003391921
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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
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Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
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Deficits, explicit debt, implicit debt, and interest rates : some empirical evidence
Wang, Zijun; Rettenmaier, Andrew J. - In: Southern economic journal 75 (2008) 1, pp. 208-222
Persistent link: https://www.econbiz.de/10003740156
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Price and quantity endogeneity in demand analysis : evidence from directed acyclic graphs
Wang, Zijun; Bessler, David A. - In: Agricultural economics : the journal of the … 34 (2006) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10003313106
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Forecasting performance of multivariate time series models with full and reduced rank : an empirical examination
Wang, Zijun; Bessler, David A. - In: International journal of forecasting 20 (2004) 4, pp. 683-695
Persistent link: https://www.econbiz.de/10002434371
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A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market
Qian, Yan; Wang, Zijun - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 799-825
Persistent link: https://www.econbiz.de/10012616897
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Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
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Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145
Persistent link: https://www.econbiz.de/10011373301