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Weighing asset pricing factors: a least squares model averaging approach 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Qiu, Yue;  Ren, Yu;  Xie, Tian
收藏  |  浏览/下载:10/0  |  提交时间:2019/08/22
The Effect of Governance Quality on Economic Growth: Based on China's Provincial Panel Data 期刊论文
ECONOMIES, 2018, 卷号: 6, 期号: 4
作者:  Liu, Jiandang;  Tang, Jie;  Zhou, Bo;  Liang, Zhijun
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
Optimal portfolio choices and the determination of housing rents under housing market uncertainty 期刊论文
JOURNAL OF HOUSING ECONOMICS, 2018, 卷号: 41, 页码: 200-217
作者:  Fan, Gang-Zhi;  Pu, Ming;  Deng, Xiaoying;  Ong, Seow Eng
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Asset prices and economic fluctuations: The implications of stochastic volatility 期刊论文
ECONOMIC MODELLING, 2017, 卷号: 64, 页码: 128-140
作者:  Chen, Junping;  Xiong, Xiong;  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
Multi-factor volatility and stock returns 期刊论文
JOURNAL OF BANKING & FINANCE, 2015, 卷号: 61, 页码: S132-S149
作者:  He, Zhongzhi (Lawrence);  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
Dynamic factors and asset pricing: International and further US evidence 期刊论文
PACIFIC-BASIN FINANCE JOURNAL, 2015, 卷号: 32, 页码: 21-39
作者:  (Lawrence) He, Zhongzhi;  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
A Varying-Coefficient Expectile Model for Estimating Value at Risk 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2014, 卷号: 32, 期号: 4, 页码: 576-592
作者:  Xie, Shangyu;  Zhou, Yong;  Wan, Alan T. K.
收藏  |  浏览/下载:8/0  |  提交时间:2019/08/22
Forecasting return volatility: Level shifts with varying jump probability and mean reversion 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2014, 卷号: 30, 期号: 3, 页码: 449-463
作者:  Xu, Jiawen;  Perron, Pierre
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
International Asset Allocation under Regime-dependent Risk Aversion and Asset Returns 学术活动
.International Asset Allocation under Regime-dependent Risk Aversion and Asset Returns
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收藏  |  浏览/下载:2/0  |  提交时间:2019/10/31
HEDGING AND VALUE AT RISK: A SEMI-PARAMETRIC APPROACH 期刊论文
JOURNAL OF FUTURES MARKETS, 2010, 卷号: 30, 期号: 8, 页码: 780-794
作者:  Cao, Zhiguang;  Harris, Richard D. F.;  Shen, Jian
收藏  |  浏览/下载:1/0  |  提交时间:2019/08/22


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