Similar Search Results - EconBiz

Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis

Wang, Jianzhou; Wang, Shuai; Lv, Mengzheng; Jiang, He - In: Financial innovation : FIN 10 (2024), pp. 1-35

Value at risk (VaR) and expected shortfall (ES) have emerged as standard measures for detecting the market risk of financial assets and play essential roles in investment decisions, external regulations, and risk capital allocation. However, existing VaR estimation approaches fail to accurately...

Persistent link: https://www.econbiz.de/10014530222

Some political determinants of economic growth : theory and empirical implications

Chen, Baizhu - In: European journal of political economy 12 (1996) 4, pp. 609-627

Persistent link: https://www.econbiz.de/10001210614

Trade, conflict and alliances

Feng, Yi - In: Defence and peace economics 5 (1994) 4, pp. 301-313

Persistent link: https://www.econbiz.de/10001173343

Does regime type really matter for economic growth?

Dittmer, Timothy; Nicks, Paul - In: Growth and change : a journal of urban and regional policy 35 (2004) 2, pp. 262-267

Persistent link: https://www.econbiz.de/10002139148

Were growth rates higher under civilian governments than other types of governments in eleven Latin American countries during 1982 - 1988? : Re-examing the data by alternative estimators

Feng, Yi - In: Growth and change : a journal of urban and regional policy 35 (2004) 2, pp. 268-278

Persistent link: https://www.econbiz.de/10002139166

Causal estimation of COVID-19 and SARS on China's stock market : evidence from a time series counterfactual prediction

Feng, Yun; Li, Xin - In: Economic research 35 (2022) 1,2, pp. 1734-1751

Persistent link: https://www.econbiz.de/10014380967

Response of the term structure of forward exchange rate to jump in the interest rate

Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874

Persistent link: https://www.econbiz.de/10009708784

Democracy, governance, and economic performance : theory and evidence

Feng, Yi - 2003

Persistent link: https://www.econbiz.de/10008732476

Does speculation Granger cause return in Chinese commodity markets?

Hu, Weigang; Feng, Yun - In: Applied economics letters 23 (2016) 4/6, pp. 294-297

Persistent link: https://www.econbiz.de/10011430469

Tail risk in the Chinese stock market : an AEV model on the maximal drawdowns

Feng, Yun; Hou, Weijie; Song, Yuping - In: Finance research letters 58 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014581057

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