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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  
Regime shift, speculation, and stock price Journal article
Du, Ke, Fu, Yishu, Qin, Zhenjiang, Zhang, Shuoxun. Regime shift, speculation, and stock price[J]. Research in International Business and Finance, 2020, 52, 101181.
Authors:  Du, Ke;  Fu, Yishu;  Qin, Zhenjiang;  Zhang, Shuoxun
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:6.3/5.8 | Submit date：2021/12/06
Equilibrium  Heterogeneous Beliefs  Regime Shifting  Return Volatility  Stock Price  
Institutional ownership and return volatility in the casino industry Journal article
Yongjia Lin, Xiaoqing Fu, Xinhua Gu, Haiyan Song. Institutional ownership and return volatility in the casino industry[J]. International Journal of Tourism Research, 2018, 20(2), 204-214.
Authors:  Yongjia Lin;  Xiaoqing Fu;  Xinhua Gu;  Haiyan Song
Favorite | TC[WOS]:14 TC[Scopus]:14  IF:4.1/4.7 | Submit date：2019/08/01
Casino Industry  Institutional Ownership  Stock Return Volatility  
New evidence on the relation between return volatility and trading volume Journal article
Thomas C. Chiang, Zhuo Qiao, Wing-Keung Wong. New evidence on the relation between return volatility and trading volume[J]. Journal of Forecasting, 2010(29), 502–515.
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:40 TC[Scopus]:48 | Submit date：2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality  
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码:49-73
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[Scopus]:1 | Submit date：2019/11/01
Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market