English | 繁體

Search in the results

UM

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
Prediction of risk: Decoding the Serial Dependence of Stock Return Volatility with Copula Journal article
Zhu, Liang, Lim, Christine, Zhang, Jianlun. Prediction of risk: Decoding the Serial Dependence of Stock Return Volatility with Copula[J]. Journal of Hospitality and Tourism Research, 2021, 45(1), 6-27.
Authors:  Zhu, Liang;  Lim, Christine;  Zhang, Jianlun
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.4/5.0 | Submit date：2021/12/07
Copula-based Model  Hospitality And Tourism-related Stock Return Volatility  Risk Prediction  Serial Dependence  
Realized skewness at high frequency and link to conditional market premium Conference paper
Zhi Liu, Kent Wang, Junwei Liu. Realized skewness at high frequency and link to conditional market premium[C], 2014.
Authors:  Zhi Liu;  Kent Wang;  Junwei Liu
Favorite |  | Submit date：2019/06/10
High-frequency  Jump  Microstructure Noise  Realized Skewness  Stock Return Prediction