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Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula
Gong, Yuting; Wang, Xueqin; Zhu, Mo; Ge, Ying-En; Shi, … - In: The journal of futures markets 43 (2023) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10013465893
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A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting; Chen, Qiang; Liang, Jufang - In: Economic modelling 68 (2018), pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
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What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting; Bu, Ruijun; Chen, Qiang - In: Journal of financial econometrics 20 (2022) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
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EPU spillovers and stock return predictability : a cross-country study
Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: Journal of international financial markets, … 78 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013357291
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A goodness-of-fit test for copulas based on martingale transformation
Lu, Xiaohui; Zheng, Xu - In: Journal of econometrics 215 (2020) 1, pp. 84-117
Persistent link: https://www.econbiz.de/10012439384