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Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas; Campbell, Robert D.; Emekter, Riza - In: The journal of real estate finance and economics 38 (2009) 2, pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
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Multilayer network analysis of idiosyncratic volatility connectedness : Evidence from China
Zhou, Xuewei; Ouyang, Zisheng; Lu, Min; Ouyang, Zhongzhe - In: Pacific-Basin finance journal 88 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015324173
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A novel integrated method for improving the forecasting accuracy of crude oil : ESMD-CFastICA-BiLSTM-Attention
Ouyang, Zisheng; Lu, Min; Ouyang, Zhongzhe; Zhou, Xuewei; … - In: Energy economics 138 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015187408
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Multilayer networks in the frequency domain : measuring volatility connectedness among Chinese financial institutions
Ouyang, Zisheng; Zhou, Xuewei; Wang, Gang-jin; Liu, Shuwen - In: International review of economics & finance : IREF 92 (2024), pp. 909-928
Persistent link: https://www.econbiz.de/10014535058
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Imported financial risk in global stock markets : evidence from the interconnected network
Ouyang, Zisheng; Zhou, Xuewei; Lu, Min; Liu, Ke - In: Research in international business and finance 69 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015052885
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Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng; Lu, Min; Lai, Yongzeng - In: Energy economics 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10015072635