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A generalized asymmetric Student-t distribution with application to financial econometrics

Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-305

Persistent link: https://www.econbiz.de/10008663016

Properties and estimation of asymmetric exponential power distribution

Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86-99

Persistent link: https://www.econbiz.de/10003813144

Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions

Zhu, Dongming; Galbraith, John W. - In: Journal of empirical finance 18 (2011) 4, pp. 765-778

Persistent link: https://www.econbiz.de/10009306526

Breaking the “Iron Rice Bowl" and precautionary savings : evidence from Chinese state-owned enterprises reform

He, Hui; Huang, Feng; Liu, Zheng; Zhu, Dongming - 2014

Persistent link: https://www.econbiz.de/10010256283

The information content of analyst recommendation revisions : evidence from the Chinese stock market

Jiang, George J.; Lu, Liangliang; Zhu, Dongming - In: Pacific-Basin finance journal 29 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010494007

Breaking VIX at open : Evidence of uncertainty creation and resolution

Chen, Jingjing; Jiang, George J.; Yuan, Chaowen; Zhu, … - In: Journal of banking & finance 124 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012816579

Human capital and innovation in a monetary Schumpeterian growth model

Chu, Angus C.; Ning, Lei; Zhu, Dongming - In: Macroeconomic dynamics 23 (2019) 5, pp. 1875-1894

Persistent link: https://www.econbiz.de/10012127249

The impact of rapid aging and pension reform on savings and the labor supply : the case of China

He, Hui; Ning, Lei; Zhu, Dongming - 2019

We study, both empirically and quantitatively, the role of savings and the labor supply in self-insurance channels over the life cycle when one faces not only idiosyncratic income risks, but also changes in longevity risk and pension benefits. We pick China as a case study since China has...

Persistent link: https://www.econbiz.de/10012009609

Breaking the "iron rice bowl" : evidence of precautionary savings from the chinese state-owned enterprises reform

He, Hui; Huang, Feng; Liu, Zheng; Zhu, Dongming - In: Journal of monetary economics 94 (2018), pp. 94-113

Persistent link: https://www.econbiz.de/10012108782

Growth and parental preference for education in China

Chu, Angus C.; Furukawa, Yuichi; Zhu, Dongming - In: Journal of macroeconomics 49 (2016), pp. 192-202

Persistent link: https://www.econbiz.de/10011707834