The following pages link to Zhiyuan Pan (Q500510):
Displayed 6 items.
- A model-free test for contagion between crude oil and stock markets (Q500512) (← links)
- A nonparametric approach to test for predictability (Q1672705) (← links)
- (Q3132201) (← links)
- Time‐Varying Parameter Realized Volatility Models (Q4687622) (← links)
- Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model (Q4961416) (← links)
- Macroeconomic fundamentals, jump dynamics and expected volatility (Q5139235) (← links)