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Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model
Li, Danping; Lai, Yongzeng; Li, Lin - In: Journal of the Operational Research Society 71 (2020) 12, pp. 2013-2026
Persistent link: https://www.econbiz.de/10012314419
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Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi; Lai, Yongzeng; Li, Lin; Tan, Vinna - In: Finance research letters 34 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
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Systemic financial risk early warning of financial market in China using Attention-LSTM model
Ouyang, Zi-sheng; Yang, Xi-te; Lai, Yongzeng - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821472
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Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang; Deng, Dongya; Lai, Yongzeng - In: The North American journal of economics and finance : a … 34 (2015), pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
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The day-of-the-Week effects of stock markets in different countries
Zhang, Jilin; Lai, Yongzeng; Lin, Jianghong - In: Finance research letters 20 (2017), pp. 47-62
Persistent link: https://www.econbiz.de/10011806760
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Economic policy uncertainty, macroeconomic shocks, and systemic risk : evidence from China
Yang, Xite; Zhang, Qin; Liu, Haiyue; Liu, Zihan; Tao, Qiufan - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014445607
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Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng; Lu, Min; Lai, Yongzeng - In: Energy economics 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
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Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain
Ouyang, Zisheng; Zhou, Xuewei; Lai, Yongzeng - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014485468
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Referral strategy of e-commerce platform under different selling modes
Wang, Xin; Yu, Lin; Zhang, Shuhua; Wu, Shuping; Yu, Baoqin - In: Managerial and decision economics : MDE ; the … 44 (2023) 6, pp. 3451-3484
Persistent link: https://www.econbiz.de/10014340985
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - In: Energy economics 97 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012821325