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The impact of settlement time on the volatility of stock markets
Li, Dong - In: Applied financial economics 7 (1997) 6, pp. 689-694
Persistent link: https://www.econbiz.de/10001240752
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Prospect theory and trading patterns
Yao, Jing; Li, Duan - In: Journal of banking & finance 37 (2013) 8, pp. 2793-2805
Persistent link: https://www.econbiz.de/10009776367
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Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang; Cui, Xueting; Sun, Xiaoling; Li, Duan - In: Journal of risk 14 (2011/12) 2, pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
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An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120
Persistent link: https://www.econbiz.de/10010459990
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On a threshold double autoregressive model
Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo; Li, Dong; Li, Muyi - In: Journal of econometrics 211 (2019) 2, pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
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Resident terrorist groups, military aid, and moral hazard : further empirical analysis
Kim, Wukki; Li, Dong; Sandler, Todd - In: Defence and peace economics 32 (2021) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012392078
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Extreme quantile estimation for autoregressive models
Li, Deyuan; Wang, Huixia - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
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Bias-corrected inference for a modified Lee-Carter mortality model
Liu, Qing; Ling, Chen; Li, Deyuan; Peng, Liang - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 433-455
Persistent link: https://www.econbiz.de/10012056606
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Can US trade policy uncertainty help in predicting stock market excess return?
Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013479261