Hong Miao
Hong Miao
Department of Finance and Real Estate, Colorado State University
colostate.edu üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Impact of macroeconomic news on metal futures
J Elder, H Miao, S Ramchander
Journal of Banking & Finance 36 (1), 51-65, 2012
1572012
Currency jumps, cojumps and the role of macro news
A Chatrath, H Miao, S Ramchander, S Villupuram
Journal of International Money and Finance 40, 42-62, 2014
982014
Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper
AAA Khalifa, H Miao, S Ramchander
Journal of Futures Markets 31 (1), 55-80, 2011
882011
Return and volatility transmission in US housing markets
H Miao, S Ramchander, MW Simpson
Real Estate Economics 39 (4), 701-741, 2011
872011
Influential factors in crude oil price forecasting
H Miao, S Ramchander, T Wang, D Yang
Energy Economics 68, 77-88, 2017
742017
S&P 500 index‐futures price jumps and macroeconomic news
H Miao, S Ramchander, J Zumwalt
Journal of Futures Markets, 2014
55*2014
Jumps in oil prices: the role of economic news
J Elder, H Miao, S Ramchander
The Energy Journal 34 (3), 2013
522013
Does the price of crude oil respond to macroeconomic news?
A Chatrath, H Miao, S Ramchander
Journal of Futures Markets 32 (6), 536-559, 2012
502012
Functional dynamic factor model for Intraday price curves
P Kokoszka, H Miao, X Zhang
Journal of Financial Econometrics 13 (2), 456-477, 2015
482015
Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover
H Miao, S Ramchander, T Wang, D Yang
Pacific-Basin Finance Journal 44, 13-26, 2017
452017
Price discovery in crude oil futures
J Elder, H Miao, S Ramchander
Energy Economics 46, S18-S27, 2014
362014
VaR and expected shortfall: a non-normal regime switching framework
RJ Elliott, H Miao
Quantitative Finance 9 (6), 747-755, 2009
242009
The forecasting efficacy of risk‐neutral moments for crude oil volatility
A Chatrath, H Miao, S Ramchander, T Wang
Journal of Forecasting 34 (3), 177-190, 2015
202015
Investment timing under regime switching
RJ Elliott, H Miao, J Yu
International Journal of Theoretical and Applied Finance 12 (04), 443-463, 2009
192009
Forecasting of density functions with an application to cross-sectional and intraday returns
P Kokoszka, H Miao, A Petersen, HL Shang
International Journal of Forecasting 35 (4), 1304-1317, 2019
182019
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets
H Miao, S Ramchander, T Wang, J Yang
Journal of Futures Markets 38 (1), 38-65, 2018
182018
Stochastic volatility model with filtering
RJ Elliott, H Miao
Stochastic Analysis and Applications 24 (3), 661-683, 2006
182006
An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
A Chatrath, H Miao, S Ramchander, T Wang
Energy Economics 54, 213-223, 2016
142016
Viterbi-based estimation for Markov switching GARCH model
RJ Elliott, JW Lau, H Miao, T Kuen Siu
Applied Mathematical Finance 19 (3), 219-231, 2012
142012
Corporate bonds, macroeconomic news, and investor flows
A Chatrath, H Miao, S Ramchander, S Villupuram
The Journal of Fixed Income 22 (1), 25-40, 2012
122012
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Makaleler 1–20