//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing asymmetric correlation...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
29
Theory
29
Volatilität
22
Estimation
21
China
20
Forecasting model
20
Prognoseverfahren
20
Schätzung
20
Capital income
18
Kapitaleinkommen
18
Börsenkurs
11
Share price
11
Portfolio selection
10
Portfolio-Management
10
ARCH model
9
ARCH-Modell
9
Estimation theory
9
Oil price
9
Regression analysis
9
Regressionsanalyse
9
Schätztheorie
9
Ölpreis
9
Stock market
8
Aktienmarkt
7
Capital market returns
7
Hedging
7
Kapitalmarktrendite
7
Option pricing theory
7
Optionspreistheorie
7
Algorithm
6
Algorithmus
6
Lieferantenmanagement
6
Oil market
6
Scheduling problem
6
Scheduling-Verfahren
6
Stochastic process
6
Stochastischer Prozess
6
Supplier relationship management
6
Welt
6
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Pan, Zhiyuan
14
Wang, Yudong
7
Chen, Qiang
6
Liu, Li
5
Gong, Yuting
3
Wu, Chongfeng
3
Zheng, Xu
3
Bu, Ruijun
2
Huang, Juan
2
Sun, Xianchao
2
Xu, Zheng
2
Bai, Yujuan
1
Chen, Song Xi
1
Chen, Zirong
1
Diao, Xundi
1
Han, Yu
1
Hu, Meidi
1
Huang, Xiao
1
Huang, Ying
1
Jiang, George J.
1
Li, Yang
1
Liang, Zhilei
1
Lin, Haonan
1
Lin, Xiaoqiang
1
Shuai, Jiangyu
1
Song, Xiaojun
1
Tang, Zhenpeng
1
Yin, Libo
1
Zhang, Jun
1
more ...
less ...
Published in...
All
Economic modelling
2
Economics letters
2
Energy economics
2
Finance research letters
2
Journal of econometrics
2
Applied economics letters
1
Econometric reviews
1
International journal of economics and financial issues : IJEFI
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Pacific-Basin finance journal
1
Quantitative finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
2
A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan
;
Zheng, Xu
;
Gong, Yuting
- In:
Economics letters
130
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
Saved in:
3
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
46
(
2014
),
pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
Saved in:
5
Hedging strategy using copula and nonparametric methods : evidence from China securities index futures
Pan, Zhiyuan
;
Sun, Xianchao
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010519719
Saved in:
6
The relationships between petroleum and stock returns : an asymmetric dynamic equi-correlation approach
Pan, Zhiyuan
;
Wang, Yudong
;
Liu, Li
- In:
Energy economics
56
(
2016
),
pp. 453-463
Persistent link: https://www.econbiz.de/10011664485
Saved in:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
8
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
9
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
10
Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->