Similar Search Results - EconBiz

Conditional sovereign CDS in market basket risk scenario : a dynamic vine-copula analysis

Wang, Qunwei; Liu, Mengmeng; Xiao, Ling; Dai, Xingyu; … - In: International review of financial analysis 80 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013366159

A state-of-the-art fund performance index : higher-order omega and its consistency with almost stochastic dominance

Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20

This paper provides a mathematical proof and theoretical analysis of the one-to-one consistency between higher-order Omega and Almost Stochastic Dominance rules when evaluating fund performance. The consistency between higher-order Omega and Almost Nth-degree Stochastic Dominance reinforces the...

Persistent link: https://www.econbiz.de/10013471446

Forecasting EUA futures volatility with geopolitical risk : evidence from GARCH-MIDAS models

Lu, Hengzhen; Gao, Qiujin; Xiao, Ling; Dhesi, Gurjeet - 2024

Persistent link: https://www.econbiz.de/10015134051

Random capacity for a single lane with mixed autonomous and human-driven vehicles : bounds, mean gaps and probability distributions

Chen, Shukai; Wang, Hua; Xiao, Ling; Meng, Qiang - In: Transportation research / E : an international journal 160 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013209985

How partial nationalizations affect technological innovation in mixed-ownership enterprises : a theoretical explanation based on the effects of heterogeneous shareholder governance and resource acquisition

Xiao, Ling; Ge, Chao; Luo, Zhenghan; Zhang, Weidong; … - In: International review of economics & finance : IREF 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014583709

Governing the global economy with the one-size-fits-all model : from ideology to reality

Lai, Catherine C.; Li, Matthew C. - In: Research in world economy 6 (2015) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011413859

Commercialization of dwellings and socialist practice

Xiao, Liang - In: Social sciences in China : a quarterly journal 7 (1986) 2, pp. 77-92

Persistent link: https://www.econbiz.de/10001032688

On further development of mixed ownership system

Xiao, Liang - In: Economist (2004), pp. 75-78

Persistent link: https://www.econbiz.de/10003388415

Wealth, volume and stock market volatility : case of Hong Kong (1993 - 2001)

Li, Matthew C. (contributor) - 2003

Persistent link: https://www.econbiz.de/10001762033

Wealth, volume and stock market volatility : case of Hong Kong (1993 - 2001)

Li, Matthew C. - 2003

Persistent link: https://www.econbiz.de/10001750852

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