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ECONIS (ZBW)
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1
Hedging strategy using copula and nonparametric methods : evidence from China securities index futures
Pan, Zhiyuan
;
Sun, Xianchao
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010519719
Saved in:
2
Modelling tail dependence between energy market and stock markets in the BRIC countries
Pan, Zhiyuan
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 789-794
Persistent link: https://www.econbiz.de/10010416269
Saved in:
3
A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan
;
Zheng, Xu
;
Gong, Yuting
- In:
Economics letters
130
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
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4
Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
46
(
2014
),
pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
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5
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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6
Testing asymmetric correlations in stock returns via empirical likelihood method
Pan, Zhiyuan
;
Zheng, Xu
;
Chen, Qiang
- In:
China finance review international
4
(
2014
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10010259699
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7
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
8
Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan
;
Wang, Yudong
;
Liu, Li
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
Saved in:
9
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
10
Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
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