Ai Jun HOU
1 – 7 of 7
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2014
- Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
- 2013
- Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
- 2011
- Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
- Essays on Financial Market Volatility
- 2010
- A Nonparametric GARCH Model of Crude Oil Price Return Volatility
- 2009
- The return variance of the EMU equity markets and spill over effects from short-term interest rates
- 2007
- Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach