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Viterbi-Based Estimation for M...
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131
Investment-consumption optimization with transaction cost and learning about return predictability
Wang, Ning
;
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 877-891
Persistent link: https://www.econbiz.de/10015048184
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132
Optimal payout strategies when Bruno de Finetti meets model uncertainty
Feng, Yang
;
Siu, Tak Kuen
;
Zhu, Jinxia
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 148-164
Persistent link: https://www.econbiz.de/10015066799
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133
Return distributions and volatility forecasting in metal futures markets : evidence from gold, silver, and copper
Khalifa, Ahmed A. A.
;
Miao, Hong
;
Ramchander, Sanjay
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10008908411
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134
Price discovery in crude oil futures
Elder, John
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Energy economics
46
(
2014
),
pp. 18-27
Persistent link: https://www.econbiz.de/10011299355
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135
The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
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136
Functional dynamic factor model for intraday price curves
Kokoszka, Piotr
;
Miao, Hong
;
Zhang, Xi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10011339294
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137
Jumps in oil prices : the role of economic news
Elder, John
;
Miao, Hong
;
Ramchander, Sanjay
- In:
The energy journal
34
(
2013
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10009771858
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138
Return dynamics and trading strategy in alternative trading systems
Black, Jeffrey R.
;
Miao, Hong
;
Ramchander, Sanjay
- In:
The journal of trading
7
(
2012
)
3
,
pp. 52-65
Persistent link: https://www.econbiz.de/10009670679
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139
Corporate bonds, macroeconomic news, and investor flows
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
; …
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10009670749
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140
Return and volatility transmission in US housing markets
Miao, Hong
;
Ramchander, Sanjay
;
Simpson, Marc W.
- In:
Real estate economics : journal of the American Real …
39
(
2011
)
4
,
pp. 701-741
Persistent link: https://www.econbiz.de/10009406351
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