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An extensive study on Markov switching models with endogenous regressors
Wang, Xia; Shang, Yuhuang; Zheng, Tingguo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 403-418
Persistent link: https://www.econbiz.de/10010461228
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Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 68 (2018), pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
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Estimation and explanation of time-varying weights in Chinese CPI
Shang, Yuhuang; Zhu, Chunhui; Li, Shaoyu - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3426-3437
Persistent link: https://www.econbiz.de/10012125833
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Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang; Dong, Qingma - In: Applied economics 53 (2021) 10, pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
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An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang; Liu, Lulu - In: Economics letters 155 (2017), pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
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Pricing VIX futures with mixed frequency macroeconomic information
Yang, Xinglin; Shang, Yuhuang - In: International review of economics & finance : IREF 93 (2024) 1, pp. 847-857
Persistent link: https://www.econbiz.de/10014535418
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Interest rate term structure and the Chinese fiscal policy : a mixed frequency term structure approach
Shang, Yuhuang; Zhang, Xuyang; Wang, Qing - In: Journal of the Asia Pacific economy 28 (2023) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10014231932
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Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu; Zhu, Chunhui; Shang, Yuhuang - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
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An empirical test of the environmental Kuznets curve in China : a panel cointegration approach
Song, Tao; Zheng, Tingguo; Tong, Lianjun - In: China economic review : an international journal 19 (2008) 3, pp. 381-392
Persistent link: https://www.econbiz.de/10003777545
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Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty
Liu, Jinquan; Zheng, Tingguo; Sui, Jianli - In: Frontiers of economics in China : selected publications … 3 (2008) 2, pp. 240-254
Persistent link: https://www.econbiz.de/10003887193