Ai Jun HOU

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2021
Mark Long- and short-run components of factor betas : Implications for stock pricing
Asgharian, Hossein ^LU ; Christiansen, Charlotte ^LU ; Hou, Ai Jun ^LU and Wang, Weining (2021) In Journal of International Financial Markets, Institutions and Money 74.
- Contribution to journal › Article
2014
Mark Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Asgharian, Hossein ^LU ; Christiansen, Charlotte and HOU, Ai Jun ^LU (2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University
- Working paper/Preprint › Working paper
2013
Mark Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
Asgharian, Hossein ^LU ; HOU, Ai Jun ^LU and Javed, Farrukh ^LU (2013) In Journal of Forecasting 32(7). p.600-612
- Contribution to specialist publication or newspaper › Specialist publication article
2011
Mark Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
HOU, Ai Jun ^LU and Suardi, Sandy (2011) In Journal of Empirical Finance 18(4). p.692-710
- Contribution to journal › Article
Mark Essays on Financial Market Volatility
HOU, Ai Jun ^LU (2011)
- Thesis › Doctoral thesis (monograph)
2010
Mark A Nonparametric GARCH Model of Crude Oil Price Return Volatility
HOU, Ai Jun ^LU and Suardi, Sandy (2010)
- Working paper/Preprint › Working paper
2009
Mark The return variance of the EMU equity markets and spill over effects from short-term interest rates
HOU, Ai Jun ^LU (2009)
- Working paper/Preprint › Working paper
2007
Mark Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach
HOU, Ai Jun ^LU (2007)
- Working paper/Preprint › Working paper