List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Macroeconomic fundamentals, jump dynamics and expected volatility Quantitative Finance | 2020-12-07 | Paper |
| Volatility spillover from the US to international stock markets: a heterogeneous volatility spillover GARCH model Journal of Forecasting | 2018-10-29 | Paper |
| Time-varying parameter realized volatility models Journal of Forecasting | 2018-10-12 | Paper |
| A nonparametric approach to test for predictability Economics Letters | 2018-09-11 | Paper |
| Dose marginal distribution require to be tested in copula method? An asset allocation perspective based on CVaR framework | 2018-01-29 | Paper |
| A model-free test for contagion between crude oil and stock markets Economics Letters | 2015-10-05 | Paper |
Research outcomes over time
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