High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets

von Luo, Jiawen
Veröffentlicht in Energy economics (2018)

Volatility dependences of stock markets with structural breaks

von Luo, Jiawen
Veröffentlicht in The European journal of finance (2018)

Realized volatility forecast with the Bayesian random compressed multivariate HAR model

von Luo, Jiawen
Veröffentlicht in International journal of forecasting (2020)

The asymmetric high-frequency volatility transmission across international stock markets

von Luo, Jiawen
Veröffentlicht in Finance research letters (2019)

The determinants of liquidity with G-RJMCMC-VS model : evidence from China

von Chen, Langnan
Veröffentlicht in Economic modelling (2013)

Forecasting oil and gold volatilities with sentiment indicators under structural breaks

von Luo, Jiawen
Veröffentlicht in Energy economics (2022)

Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models

von Luo, Jiawen
Veröffentlicht in International journal of forecasting (2022)

Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets

von Luo, Jiawen
Veröffentlicht in Energy economics (2023)

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

von Luo, Jiawen
Veröffentlicht in Energy economics (2020)

The neurophysiological mechanisms underlying brand personality consumer attraction : EEG and GSR evidence

von Xu, Zhiwei
Veröffentlicht in Journal of retailing and consumer services (2023)

K-Means Clustering for Controversial Issues Merging in Chinese Legal Texts

von Tian, Xin
Veröffentlicht in JURIX (31. : 2018 : Groningen) Legal knowledge and information systems (2018)