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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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Examination on the relationship between VHSI, HSI and future realized volatility with Kalman filter
Chen, Yanhui; Lai, Kin Keung - In: Eurasian business review 3 (2013) 2, pp. 200-216
Persistent link: https://www.econbiz.de/10010371947
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Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Chen, Yanhui; Lai, Kin Keung; Du, Jiangze - In: Eurasian economic review : a journal in applied … 4 (2014) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10010514801
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Do the Markov switching-based hybrid models perform better in forecasting exchange rates?
Du, Jiangze; Yu, Runfang; Li, Jin; Lai, Kin Keung - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 7, pp. 1497-1515
Persistent link: https://www.econbiz.de/10012210811
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Identification and prediction of currency crisis : Markov switching-based approach
Du, Jiangze; Yu, Runfang; Lai, Kin Keung - In: The Singapore economic review : journal of the Economic … 65 (2020) 6, pp. 1667-1698
Persistent link: https://www.econbiz.de/10012589885