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Items where Author is "Zhao, Yuqian"

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Number of items: 10.

Article

Ji, Qiang and Zhang, Dayong and Zhao, Yuqian (2022) Intra-day co-movements of crude oil futures: China and the international benchmarks. Annals of Operations Research, 313 (1). pp. 77-103. DOI https://doi.org/10.1007/s10479-021-04097-x

Horvath, Lajos and Liu, Zhenya and Rice, Gregory and Zhao, Yuqian (2022) Detecting common breaks in the means of high dimensional cross-dependent panels. The Econometrics Journal, 25 (2). pp. 362-383. DOI https://doi.org/10.1093/ectj/utab028

Horváth, Lajos and Rice, Gregory and Zhao, Yuqian (2022) Change point analysis of covariance functions: A weighted cumulative sum approach. Journal of Multivariate Analysis, 189. p. 104877. DOI https://doi.org/10.1016/j.jmva.2021.104877

Zhao, Yuqian (2021) Validating intra-day risk premium in cross-sectional return curves. Finance Research Letters, 43. p. 102020. DOI https://doi.org/10.1016/j.frl.2021.102020

Bouri, Elie and Lau, Chi Keung Marco and Saeed, Tareq and Wang, Shixuan and Zhao, Yuqian (2021) On the intraday return curves of Bitcoin: Predictability and trading opportunities. International Review of Financial Analysis, 76. p. 101784. DOI https://doi.org/10.1016/j.irfa.2021.101784

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) Tests for conditional heteroscedasticity of functional data. Journal of Time Series Analysis, 41 (6). pp. 733-758. DOI https://doi.org/10.1111/jtsa.12532

Ji, Qiang and Zhang, Dayong and Zhao, Yuqian (2020) Searching for safe-haven assets during the COVID-19 pandemic. International Review of Financial Analysis, 71. p. 101526. DOI https://doi.org/10.1016/j.irfa.2020.101526

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) Forecasting Value at Risk via Intra-day Return Curves. International Journal of Forecasting, 36 (3). pp. 1023-1038. DOI https://doi.org/10.1016/j.ijforecast.2019.10.006

Cao, Ruanmin and Horváth, Lajos and Liu, Zhenya and Zhao, Yuqian (2019) A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. Review of Quantitative Finance and Accounting, 54 (1). pp. 335-358. DOI https://doi.org/10.1007/s11156-019-00791-x

Barassi, Marco R and Spagnolo, Nicola and Zhao, Yuqian (2018) Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions. Environmental and Resource Economics, 71 (4). pp. 923-968. DOI https://doi.org/10.1007/s10640-017-0190-z

This list was generated on Thu Feb 2 17:22:14 2023 GMT.