Chen, Langnan : rechercher sur Z-Library

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1

Multivariate realized volatility forecasts of agricultural commodity futures

Luo, Jiawen, Chen, Langnan

Journal:

Journal of Futures Markets

Année:

2019

Langue:

english

Fichier:

PDF, 2.61 MB

english, 2019

2

Realized Volatility Forecasting of Agricultural Commodity Futures Using Long Memory and Regime Switching

Tian, Fengping, Yang, Ke, Chen, Langnan

Journal:

Journal of Forecasting

Année:

2016

Langue:

english

Fichier:

PDF, 328 KB

english, 2016

3

Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches

Yang, Ke, Tian, Fengping, Chen, Langnan, Li, Steven

Journal:

International Review of Economics & Finance

Année:

2017

Langue:

english

Fichier:

PDF, 636 KB

english, 2017

4

Driving factors of equity bubbles

Wang, Shengquan, Chen, Langnan

Journal:

The North American Journal of Economics and Finance

Année:

2019

Fichier:

PDF, 1.81 MB

2019

5

Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day-of-the-Week Effect

Yang, Ke, Chen, Langnan

Journal:

International Review of Finance

Année:

2014

Langue:

english

Fichier:

PDF, 1.83 MB

english, 2014

6

Corporate governance and corporate performance: some evidence from newly listed firms on Chinese stock markets

Chen, Langnan, Li, Steven, Lin, Weibin

Journal:

International Journal of Accounting Auditing and Performance Evaluation

Année:

2007

Langue:

english

Fichier:

PDF, 81 KB

english, 2007

7

Asset bubbles, banking stability and economic growth

Wang, Shengquan, Chen, Langnan, Xiong, Xiong

Journal:

Economic Modelling

Année:

2018

Langue:

english

Fichier:

PDF, 784 KB

english, 2018

8

Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market

Langnan Chen, Steven Li, Jinan Wang

Journal:

Asia-Pacific Financial Markets

Année:

2011

Langue:

english

Fichier:

PDF, 306 KB

english, 2011

9

A Quasi-Analytical Pricing Model for Arithmetic Asian Options

Jianqiang Sun, Langnan Chen, Shiyin Li

Journal:

Journal of Futures Markets

Année:

2012

Langue:

english

Fichier:

PDF, 637 KB

english, 2012

10

Liquidity-adjusted conditional capital asset pricing model

Jinan Wang, Langnan Chen

Journal:

Economic Modelling

Année:

2012

Langue:

english

Fichier:

PDF, 236 KB

english, 2012

11

Distribution characteristics of stock market liquidity

Luo, Jiawen, Chen, Langnan, Liu, Hao

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2013

Langue:

english

Fichier:

PDF, 1.02 MB

english, 2013

12

Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity

Tian, Fengping, Yang, Ke, Chen, Langnan

Journal:

International Journal of Forecasting

Année:

2017

Langue:

english

Fichier:

PDF, 2.72 MB

english, 2017

13

Modeling and Forecasting the Multivariate Realized Volatility of Financial Markets with Time-Varying Sparsity

Luo, Jiawen, Chen, Langnan

Journal:

Emerging Markets Finance and Trade

Année:

2019

Langue:

english

Fichier:

PDF, 524 KB

english, 2019

14

Driving factors of equity bubbles

Wang, Shengquan, Chen, Langnan

Journal:

The North American Journal of Economics and Finance

Année:

2019

Langue:

english

Fichier:

PDF, 1.81 MB

english, 2019

15

Multivariate realized volatility forecasts of agricultural commodity futures

Luo, Jiawen, Chen, Langnan

Journal:

Journal of Futures Markets

Année:

2019

Fichier:

PDF, 2.61 MB

2019

16

Realized volatility forecast with the Bayesian random compressed multivariate HAR model

Luo, Jiawen, Chen, Langnan

Journal:

International Journal of Forecasting

Année:

2020

Fichier:

PDF, 1.94 MB

2020

17

THE OPTIMALITY AND CONTROLLABILITY OF MONETARY POLICY THROUGH DELEGATION WITH CONSISTENT TARGETS

Huiping Yuan, Stephen M. Miller, Langnan Chen

Journal:

Scottish Journal of Political Economy

Année:

2011

Langue:

english

Fichier:

PDF, 362 KB

english, 2011

18

Transmission effects of foreign exchange reserves on price level: Evidence from China

Langnan Chen, Shoufeng Huang

Journal:

Economics Letters

Année:

2012

Langue:

english

Fichier:

PDF, 322 KB

english, 2012

19

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

Chen, Langnan, Luo, Jiawen, Liu, Hao

Journal:

Economic Modelling

Année:

2013

Langue:

english

Fichier:

PDF, 550 KB

english, 2013

20

A reinvestigation of the new RMB exchange rate regime

Tian, Lei, Chen, Langnan

Journal:

China Economic Review

Année:

2013

Langue:

english

Fichier:

PDF, 478 KB

english, 2013

21

A new assessment of the Chinese RMB exchange rate

Zhang, Zhibai, Chen, Langnan

Journal:

China Economic Review

Année:

2014

Langue:

english

Fichier:

PDF, 326 KB

english, 2014

22

The effectiveness of joint intervention on the yen/US dollar exchange rate

Chen, Langnan, Huang, Xun

Journal:

Applied Economics Letters

Année:

2008

Langue:

english

Fichier:

PDF, 92 KB

english, 2008

23

[IEEE 2009 International Conference on E-Business and Information System Security (EBISS) - Wuhan, China (2009.05.23-2009.05.24)] 2009 International Conference on E-Business and Information System Security - A Quasi-Analytical Pricing Model for Arithmetic Asian Options: Numerical Evaluation

Sun, Jianqiang, Chen, Langnan, Cai, Yuejin

Année:

2009

Langue:

english

Fichier:

PDF, 138 KB

english, 2009

24

[IEEE 2007 International Conference on Wireless Communications, Networking and Mobile Computing - Shanghai, China (2007.09.21-2007.09.25)] 2007 International Conference on Wireless Communications, Networking and Mobile Computing - The Comparison Investigation on Low-Frequency Measures of Liquidity

Xie, Mianbi, Chen, Langnan

Année:

2007

Langue:

english

Fichier:

PDF, 95 KB

english, 2007

25

[IEEE 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM) - Dalian, China (2008.10.12-2008.10.14)] 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing - An Empirical Investigation on the Relationship between Public Information and Market Activities

Sun, Jianqiang, Chen, Langnan, Hong, Ruming

Année:

2008

Langue:

english

Fichier:

PDF, 186 KB

english, 2008

26

Realized Volatility Forecast of Stock Index Under Structural Breaks

Yang, Ke, Chen, Langnan, Tian, Fengping

Journal:

Journal of Forecasting

Année:

2015

Langue:

english

Fichier:

PDF, 329 KB

english, 2015

27

[IEEE 2008 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII) - Taipei, Taiwan (2008.12.19-2008.12.21)] 2008 International Conference on Information Management, Innovation Management and Industrial Engineering - A Quasi-analytical Pricing Formula for Arithmetic Asian Options

Sun, Jianqiang, Chen, Langnan, Sun, Jianpo

Année:

2008

Langue:

english

Fichier:

PDF, 132 KB

english, 2008

28

[IEEE 2008 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII) - Taipei, Taiwan (2008.12.19-2008.12.21)] 2008 International Conference on Information Management, Innovation Management and Industrial Engineering - The Information Content of the Financial Cross Correlation Matrix: Evidence from Shanghai Stock Exchange

Sun, Jianqiang, Chen, Langnan, Chen, Yanan

Année:

2008

Langue:

english

Fichier:

PDF, 129 KB

english, 2008

29

Valuing primary issue convertible bonds: Evidence from China

Langnan Chen,Hongwei Liu,Steven Li

Journal:

Journal of Derivatives & Hedge Funds

Année:

2009

Langue:

english

Fichier:

PDF, 278 KB

english, 2009

30

Realised Volatility Forecasts for Stock Index Futures Using the HAR Models with Bayesian Approaches *

Luo, Jiawen, Chen, Langnan

Journal:

China Accounting and Finance Review

Année:

2016

Langue:

english

Fichier:

PDF, 805 KB

english, 2016

31

Volatility dependences of stock markets with structural breaks

Luo, Jiawen, Chen, Langnan

Journal:

European Journal of Finance

Année:

2018

Langue:

english

Fichier:

PDF, 4.01 MB

english, 2018

32

Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data

Luo, Jiawen, Chen, Langnan, Zhang, Weiguo

Journal:

Applied Economics

Année:

2018

Langue:

english

Fichier:

PDF, 2.73 MB

english, 2018

33

A New Assessment of the Chinese RMB Exchange Rate

Zhang, Zhibai, Chen, Langnan

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 888 KB

english, 2013

34

Announcement effect and its determinants of exchangeable bonds

Wang, Lan, Chen, Langnan, Chen, Jieni

Journal:

Finance Research Letters

Année:

2019

Langue:

english

Fichier:

PDF, 683 KB

english, 2019

35

Announcement effect and its determinants of exchangeable bonds

Wang, Lan, Chen, Langnan, Chen, Jieni

Journal:

Finance Research Letters

Année:

2019

Fichier:

PDF, 683 KB

2019