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A family of supermodular Nash...
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1
A study of interconnections and contagion among Chinese financial institutions using a Δ CoVaR network
Chen, Yan
;
Mo, Dongxu
;
Xu, Zezhou
- In:
Finance research letters
45
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014581705
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2
Co-Bubble transmission across clean and dirty cryptocurrencies : network and portfolio analysis
Chen, Yan
;
Zhang, Lei
;
Bouri, Elie
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551411
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3
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
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4
Coskewness and the short-term predictability for Bitcoin return
Chen, Yan
;
Liu, Yakun
;
Zhang, Feipeng
- In:
Technological forecasting and social change : an …
200
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015121135
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5
Co-jump dependency and transmission across US commodity futures : a network analysis
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
The journal of futures markets
44
(
2024
)
12
,
pp. 1851-1868
Persistent link: https://www.econbiz.de/10015110744
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6
Identifying systemic risk drivers of FinTech and traditional financial institutions : machine learning-based prediction and interpretation
Chen, Yan
;
Wang, Gang-Jin
;
Zhu, You
;
Chi, Xie
;
Uddin, …
- In:
The European journal of finance
30
(
2024
)
18
,
pp. 2157-2190
Persistent link: https://www.econbiz.de/10015323743
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7
Oil price volatility forecasting : threshold effect from stock market volatility
Chen, Yan
;
Qiao, Gaoxiu
;
Zhang, Feipeng
- In:
Technological forecasting & social change : an …
180
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013429265
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8
Agent-based artificial financial market with evolutionary algorithm
Chen, Yan
;
Xu, Zezhou
;
Yu, Wenqiang
- In:
Economic research
35
(
2022
)
1,5
,
pp. 5037-5057
Persistent link: https://www.econbiz.de/10014413977
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9
Stock market prediction using weighted inter-transaction class association rule mining and evolutionary algorithm
Chen, Yan
;
Mo, Dongxu
;
Zhang, Feipeng
- In:
Economic research
35
(
2022
)
1,5
,
pp. 5971-5996
Persistent link: https://www.econbiz.de/10014419255
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10
Implementation of penalized survival models in churn prediction of vehicle insurance
Chen, Yan
;
Zhang, Lei
;
Zhao, Yulu
;
Xu, Bing
- In:
Journal of business research : JBR
153
(
2022
),
pp. 162-171
Persistent link: https://www.econbiz.de/10013534001
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