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The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin; Sun, Yixiao - In: The journal of asset management : a major new, … 24 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
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A long memory property of stock market returns and a new model
Ding, Zhuanxin; Granger, C. W. J.; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841643
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Time series analysis of speculative returns
Ding, Zhuanxin - 1994
Persistent link: https://www.econbiz.de/10000915963
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Stylized facts on the temporal and distributional properties of daily data from speculative markets
Granger, C. W. J.; Ding, Zhuanxin - 1994
Persistent link: https://www.econbiz.de/10000903877
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Varieties of long memory models
Granger, C. W. J.; Ding, Zhuanxin - 1993
Persistent link: https://www.econbiz.de/10000862860
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Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.; Ding, Zhuanxin - 1993
Persistent link: https://www.econbiz.de/10000878163
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Some properties of absolute return : an alternative measure of risk
Granger, C. W. J. - In: Annales d'économie et de statistique (1995), pp. 67-91
Persistent link: https://www.econbiz.de/10001333819
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A long memory property of stock market returns and a new model
Ding, Zhuanxin - In: Journal of empirical finance 1 (1993) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10000892121
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Large scale conditional covariance matrix modeling, estimation and testing
Ding, Zhuanxin; Engle, Robert F. - In: Jingji-lunwen 29 (2001) 2, pp. 157-184
Persistent link: https://www.econbiz.de/10001652987