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ECONIS (ZBW)
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1
Complete subset averaging methods in corporate bond return prediction
Cheng, Tingting
;
Jiang, Shan
;
Zhao, Albert Bo
;
Jia, Zhimin
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472688
Saved in:
2
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Cheng, Tingting
;
Liu, Junli
;
Yao, Wenying
;
Zhao, Albert Bo
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014513730
Saved in:
3
Stock return prediction : stacking a variety of models
Zhao, Albert Bo
;
Cheng, Tingting
- In:
Journal of empirical finance
67
(
2022
),
pp. 288-317
Persistent link: https://www.econbiz.de/10013464400
Saved in:
4
Functional coefficient time series models with trending regressors
Cheng, Tingting
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 636-659
Persistent link: https://www.econbiz.de/10012181342
Saved in:
5
Factor-augmented forecasting regressions with threshold effects
Yan, Yayi
;
Cheng, Tingting
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
Saved in:
6
Evaluating the size of the bootstrap method for fund performance evaluation
Cheng, Tingting
;
Yan, Cheng
- In:
Economics letters
156
(
2017
),
pp. 36-41
Persistent link: https://www.econbiz.de/10011822349
Saved in:
7
Regime switching in the presence of endogeneity
Cheng, Tingting
-
2018
Persistent link: https://www.econbiz.de/10012583641
Saved in:
8
Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting
;
Yan, Cheng
;
Yan, Yayi
- In:
Journal of empirical finance
61
(
2021
),
pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
Saved in:
9
In search of the optimal number of fund subgroups
Yan, Cheng
;
Cheng, Tingting
- In:
Journal of empirical finance
50
(
2019
),
pp. 78-92
Persistent link: https://www.econbiz.de/10012169933
Saved in:
10
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
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