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Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li; Bu, Ruijun; Pan, Zhiyuan; Xu, Yuhua - In: Economic modelling 81 (2019), pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
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Forecasting stock market volatility : the role of technical variables
Liu, Li; Pan, Zhiyuan - In: Economic modelling 84 (2020), pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
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Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang; Chen, Qiang; Tang, Zhenpeng - In: Economic modelling 40 (2014), pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
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A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting; Chen, Qiang; Liang, Jufang - In: Economic modelling 68 (2018), pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
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The dynamic adjustment of factor inputs and its policy implications for major wheat producing areas in China
Chen, Shuzhang; Oxley, Les; Xu, Zheng; Wang, Yanqing; … - In: Economic modelling 33 (2013), pp. 450-457
Persistent link: https://www.econbiz.de/10010192886
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The dynamic adjustment of factor inputs and its policy implications for major wheat producing areas in China
Chen, Shuzhang; Oxley, Les; Xu, Zheng; Wang, Yanqing; … - In: Economic modelling 33 (2013), pp. 450-457
Persistent link: https://www.econbiz.de/10010161414