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Testing for threshold diffusio...
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ECONIS (ZBW)
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1
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
2
Option pricing with threshold diffusion processes
Su, Fei
;
Chan, Kung-sik
- In:
North American actuarial journal
20
(
2016
)
2
,
pp. 133-141
Persistent link: https://www.econbiz.de/10011721363
Saved in:
3
Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model
Zhang, Heng-Guo
;
Su, Chi-Wei
;
Song, Yan
;
Qiu, Shuqi
; …
- In:
Economic modelling
67
(
2017
),
pp. 355-367
Persistent link: https://www.econbiz.de/10011813839
Saved in:
4
Conditional volatility persistence and realized volatility asymmetry : evidence from the Chinese stock markets
Su, Fei
;
Wang, Lei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
14
,
pp. 3252-3269
Persistent link: https://www.econbiz.de/10012312730
Saved in:
5
Global price discovery in the Australian dollar market and its determinants
Su, Fei
;
Zhang, Jingjing
- In:
Pacific-Basin finance journal
48
(
2018
),
pp. 35-55
Persistent link: https://www.econbiz.de/10012028025
Saved in:
6
The intraday dynamics and intraday price discovery of bitcoin
Su, Fei
;
Wang, Xinyi
;
Yuan, Yulin
- In:
Research in international business and finance
60
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013412507
Saved in:
7
Risk contagion in financial markets : a systematic review using bibliometric methods
Su, Fei
;
Zhai, Lili
;
Zhou, Yunyan
;
Zhuang, Zixi
;
Wang, …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 163-199
Persistent link: https://www.econbiz.de/10014540251
Saved in:
8
ESG performance and corporate fraudulence : evidence from China
Su, Fei
;
Guan, Mengyao
;
Liu, Yujie
;
Liu, Jia
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543502
Saved in:
9
Does directors' and officers' liability insurance improve corporate ESG performance? : evidence from China
Tang, Songlian
;
He, Lingfei
;
Su, Fei
;
Zhou, Xiaoyun
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3713-3737
Persistent link: https://www.econbiz.de/10014635432
Saved in:
10
Do site visits mitigate corporate fraudulence? : evidence from China
Su, Fei
;
Feng, Xu
;
Tang, Songlian
- In:
International review of financial analysis
78
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013255776
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