//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Understanding the Chinese stoc...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
25
Theory
25
China
23
Aktienmarkt
18
Stock market
18
Capital income
16
Kapitaleinkommen
16
Volatility
15
Volatilität
15
Estimation
13
Schätzung
13
Börsenkurs
12
Share price
12
Time series analysis
12
Zeitreihenanalyse
12
Commodity derivative
10
Forecasting model
10
Prognoseverfahren
10
Rohstoffderivat
10
Portfolio selection
9
Portfolio-Management
9
Risikomaß
8
Risk measure
8
Method of moments
7
Momentenmethode
7
Risiko
6
Risk
6
Structural break
6
Strukturbruch
6
Welt
6
World
6
Anlageverhalten
5
Behavioural finance
5
CAPM
5
Commodity exchange
5
Correlation
5
Korrelation
5
Multivariate Verteilung
5
Multivariate distribution
5
Oil price
5
more ...
less ...
Online availability
All
Undetermined
56
Free
21
Type of publication
All
Article
60
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
81
Undetermined
3
Author
All
Liu, Zhenya
57
Wang, Shixuan
46
Horváth, Lajos
14
Girardin, Eric
9
Boubaker, Sabri
8
Lau, Chi Keung
7
Li, Bo
7
Li, Hemei
7
Lu, Shanglin
7
Gupta, Rangan
6
Rice, Gregory
6
Zhan, Yaosong
6
Pan, Wei-Fong
5
Apergēs, Nikolaos
4
Bouri, Elie
4
Han, Xuyuan
4
Zhao, Yuqian
4
Cao, Ruanmin
3
Lazar, Emese
3
Mu, Yuhao
3
Reade, James
3
Tang, Weiqing
3
Bonato, Matteo
2
Dickinson, David G.
2
Gozgor, Giray
2
Hanousek, Jan
2
Hušková, Marie
2
Ling, Shiqing
2
Liu, Ying
2
Naim, Mohamed M.
2
Pan, Jingqi
2
Syntetos, Aris A.
2
Teka, Hanen
2
Wang, Xinjie
2
Xiao, Zhijie
2
Zhai, Ling
2
Zhang, Yifan
2
Zhou, Weifeng
2
liu, zhenya
2
Antoch, Jaromir
1
more ...
less ...
Institution
All
Money Macro and Finance Research Group
1
Published in...
All
Energy economics
4
International review of financial analysis
4
International journal of finance & economics : IJFE
3
Research in international business and finance
3
China Economic Review
2
China economic review : an international journal
2
Emerging markets, finance and trade : EMFT
2
European journal of operational research : EJOR
2
Finance research letters
2
International Journal of Finance & Economics
2
Journal of commodity markets
2
Technological forecasting & social change : an international journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Computational economics
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Econometric theory
1
Economic and political studies : EPS
1
Economic modelling
1
Economics letters
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
International journal of production research
1
International review of economics & finance : IREF
1
Journal of Chinese Economic and Business Studies
1
Journal of Chinese economic and business studies
1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets : JCM
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of regional science
1
Money Macro and Finance (MMF) Research Group Conference 2006
1
Pacific-Basin finance journal
1
Palgrave pivot
1
Review of quantitative finance and accounting
1
Springer eBook Collection
1
more ...
less ...
Source
All
ECONIS (ZBW)
78
RePEc
4
Other ZBW resources
2
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate volatility regulated Kelly strategy : a superior choice in low correlated portfolios
Cao, Ruanmin
;
Liu, Zhenya
;
Wang, Shixuan
;
Zhou, Weifeng
- In:
Theoretical economics letters
7
(
2017
)
5
,
pp. 1453-1472
Persistent link: https://www.econbiz.de/10011748824
Saved in:
2
Decoding Chinese stock market returns : three-state hidden semi-Markov model
Liu, Zhenya
;
Wang, Shixuan
- In:
Pacific-Basin finance journal
44
(
2017
),
pp. 127-149
Persistent link: https://www.econbiz.de/10011800749
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
5
Testing stability in functional event observations with an application to IPO performance
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1262-1273
Persistent link: https://www.econbiz.de/10014448630
Saved in:
6
Sequential monitoring for changes from stationarity to mild non-stationarity
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012439449
Saved in:
7
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Saved in:
8
Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach
Li, Hemei
;
Liu, Zhenya
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2438-2457
Persistent link: https://www.econbiz.de/10013184895
Saved in:
9
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
10
The evolvement of momentum effects in China : evidence from functional data analysis
Li, Bo
;
Liu, Zhenya
;
Teka, Hanen
;
Wang, Shixuan
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279043
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->