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ECONIS (ZBW)
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Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1449-1452
Persistent link: https://www.econbiz.de/10010212382
Saved in:
2
Foreign exchange reserves management in the presence of jump risk
Zhang, Dewei
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 250-254
Persistent link: https://www.econbiz.de/10009702945
Saved in:
3
Time-varying risk aversion and dynamic portfolio allocation
Li, Haitao
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Operations research
70
(
2022
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012820635
Saved in:
4
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
5
Commodity factor investing via machine learning
Zhu, Shunwei
;
Zhou, Chunyang
;
Liu, Hailong
;
Ren, Yangyang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014491183
Saved in:
6
Dynamic asset allocation with jump risk
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Journal of risk
12
(
2009/10
)
3
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
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7
Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
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8
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
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9
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
10
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
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