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ECONIS (ZBW)
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1
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
2
Markov regime-switching quantile regression models and financial contagion detection
Ye, Wuyi
;
Zhu, Yangguang
;
Wu, Yuehua
;
Miao, Baiqi
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 21-26
Persistent link: https://www.econbiz.de/10011457143
Saved in:
3
Macroeconomic forecasts and commodity futures volatility
Ye, Wuyi
;
Guo, Ranran
;
Deschamps, Bruno
;
Jiang, Ying
; …
- In:
Economic modelling
94
(
2021
),
pp. 981-994
Persistent link: https://www.econbiz.de/10012695606
Saved in:
4
Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
5
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
6
Assessing time-varying risk in China’s GDP growth
Lv, Mengdi
;
Jiao, Shoukun
;
Ye, Shiqi
;
Song, Hongmei
; …
- In:
Economics letters
242
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015079987
Saved in:
7
A hidden markov model approach to information-based trading : theory and applications
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764
Saved in:
8
Price dynamics of individual stocks : jumps and information
Xiao, Yuewen
;
Zhao, Jing
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485357
Saved in:
9
Limited investor attention and biased reactions to information : evidence from the COVID-19 pandemic
Xu, Liao
;
Zhang, Xuan
;
Zhao, Jing
- In:
Journal of financial markets
62
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014226728
Saved in:
10
Measuring education inequality : Gini coefficients of education
Thomas, Vinod
;
Wang, Yan
;
Fan, Xibo
-
2001
Persistent link: https://www.econbiz.de/10001562556
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