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Title
Author(s)
2022-09-01
Jump-robust testing of volatility functions in continuous time models
Chen, Q
;
Xu, W
;
Gong, Y
2022-05-01
EPU spillovers and stock return predictability: A cross-country study
Gong, Y
;
He, Z
;
Xue, W
2022-09-01
Determinants of dynamic dependence between the crude oil and tanker freight markets: A mixed-frequency data sampling copula model
Shi, W
;
Gong, Y
;
Yin, J
;
Nguyen, S
;
Liu, Q
2022-05-01
Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach
Gong, Y
;
Ma, C
;
Chen, Q
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Finance
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0104 Statistics, 1403 Econometrics
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0913 Mechanical Engineering, 0914...
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1402 Applied Economics, 1403 Econ...
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Statistics & Probability
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2022
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