Ai Jun HOU
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- 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 (