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Volatility Trading: What Is the Role of the Long-Run Volatility Component?
Zhou, Guofu; Zhu, Yingzi - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 273-309
Persistent link: https://www.econbiz.de/10009993990
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Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2013) 5, pp. 1547-1546
Persistent link: https://www.econbiz.de/10010113741
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Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
Beaglehole, David R.; Dybvig, Philip H.; Zhou, Guofu - In: Financial analysts' journal : FAJ 53 (1997) 1, pp. 62-68
Persistent link: https://www.econbiz.de/10006317406
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Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums
Zhou, Guofu - In: The review of financial studies 7 (1994) 4, pp. 687-710
Persistent link: https://www.econbiz.de/10007089863
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WHAT DETERMINES EXPECTED INTERNATIONAL ASSET RETURNS?
Harvey, Campbell R.; Solnik, Bruno; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10007011037
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ON THE FUNDAMENTAL LAW OF ACTIVE PORTFOLIO MANAGEMENT: What Happens If Our Estimates Are Wrong?
Zhou, Guofu - In: The journal of portfolio management : a publication of … 34 (2008) 4, pp. 26-33
Persistent link: https://www.econbiz.de/10008088817
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Technical analysis: An asset allocation perspective on the use of moving averages
Zhu, Yingzi; Zhou, Guofu - In: Journal of financial economics 92 (2009) 3, pp. 519-545
Persistent link: https://www.econbiz.de/10008896751
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What Will the Likely Range of My Wealth Be?
Kan, Raymond; Zhou, Guofu - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 68-79
Persistent link: https://www.econbiz.de/10008299624
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PREDICTING MARKET COMPONENTS OUT OF SAMPLE: Asset Allocation Implications
Kong, Aiguo; Rapach, David E; Strauss, Jack K; Zhou, Guofu - In: The journal of portfolio management : a publication of … 37 (2011) 4, pp. 29-42
Persistent link: https://www.econbiz.de/10009257202
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Iterated Combination Forecast and Treasury Bond Predictability
Lin, Hai - 2018
Using a large number of predictors and based on an extended iterated combination approach of Lin, Wu, and Zhou (2017), we document both statistical and economic significance of Treasury bond return predictability. Macroeconomic and aggregate liquidity variables contain predictive information for...
Persistent link: https://www.econbiz.de/10012913992