Takip et
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
1882012
Influential factors in crude oil price forecasting
H Miao, S Ramchander, T Wang, D Yang
Energy Economics 68, 77-88, 2017
1682017
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
1282014
Return and volatility transmission in US housing markets
H Miao, S Ramchander, MW Simpson
Real Estate Economics 39 (4), 701-741, 2011
1112011
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
1072011
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
692017
Jumps in oil prices: the role of economic news
J Elder, H Miao, S Ramchander
The Energy Journal 34 (3), 217-237, 2013
692013
Price discovery in crude oil futures
J Elder, H Miao, S Ramchander
Energy Economics 46, S18-S27, 2014
682014
S&P 500 index‐futures price jumps and macroeconomic news
H Miao, S Ramchander, J Zumwalt
Journal of Futures Markets 34 (10), 980-1001, 2014
67*2014
Functional dynamic factor model for intraday price curves
P Kokoszka, H Miao, X Zhang
Journal of Financial Econometrics 13 (2), 456-477, 2015
642015
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
612012
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
412019
VaR and expected shortfall: a non-normal regime switching framework
RJ Elliott, H Miao
Quantitative Finance 9 (6), 747-755, 2009
312009
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
302018
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
262015
Investment timing under regime switching
RJ Elliott, H Miao, J Yu
International Journal of Theoretical and Applied Finance 12 (04), 443-463, 2009
262009
Volatility spillovers in commodity futures markets: A network approach
J Yang, Z Li, H Miao
Journal of Futures Markets 41 (12), 1959-1987, 2021
252021
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
242016
Dynamic functional regression with application to the cross-section of returns
P Kokoszka, H Miao, M Reimherr, B Taoufik
Journal of Financial Econometrics 16 (3), 461-485, 2018
192018
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
182012
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