Diao, Xundi : rechercher sur Z-Library

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1

A Pareto Multi-Objective Optimization Approach for Solving Time-Cost-Quality Tradeoff Problems

Diao, Xundi, Li, Heng, Zeng, Saixing, WY Tam, Vivian, Guo, Hongling

Journal:

Technological and Economic Development of Economy

Année:

2011

Langue:

english

Fichier:

PDF, 689 KB

english, 2011

2

Momentum of return predictability

Wang, Yudong, Liu, Li, Ma, Feng, Diao, Xundi

Journal:

Journal of Empirical Finance

Année:

2018

Langue:

english

Fichier:

PDF, 941 KB

english, 2018

3

Commodity price changes and the predictability of economic policy uncertainty

Wang, Yudong, Zhang, Bing, Diao, Xundi, Wu, Chongfeng

Journal:

Economics Letters

Année:

2015

Langue:

english

Fichier:

PDF, 450 KB

english, 2015

4

Forecasting intraday volatility and VaR using multiplicative component GARCH model

Diao, Xundi, Tong, Bin

Journal:

Applied Economics Letters

Année:

2015

Langue:

english

Fichier:

PDF, 283 KB

english, 2015

5

Market segmentation and supply‐chain predictability: evidence from China

Li, Chenchen, Li, Rui, Diao, Xundi, Wu, Chongfeng

Journal:

Accounting & Finance

Année:

2019

Langue:

english

Fichier:

PDF, 283 KB

english, 2019

6

Estimating multi-period Value at Risk of oil futures prices

Zhou, Chunyang, Qin, Xiao, Diao, Xundi, He, Yingchen

Journal:

Applied Economics

Année:

2016

Langue:

english

Fichier:

PDF, 1.01 MB

english, 2016

7

Does a unique “T+1 trading rule” in China incur return difference between daytime and overnight periods?

Diao, Xundi, Qiu, Hongyang, Tong, Bin

Journal:

China Finance Review International

Année:

2018

Langue:

english

Fichier:

PDF, 484 KB

english, 2018

8

[IEEE 2008 2nd International Conference on Bioinformatics and Biomedical Engineering - Shanghai, China (2008.05.16-2008.05.18)] 2008 2nd International Conference on Bioinformatics and Biomedical Engineering - Evaluating Economic Benefits of Water Diversion from Yangtze River to Taihu Lake in China: A Case Study

Diao, Xundi, Zeng, Saixing, Wu, Haoyun

Année:

2008

Langue:

english

Fichier:

PDF, 112 KB

english, 2008

9

Relationship between energy consumption and economic development in construction industry

Xundi, Diao, Liyin, Shen, Saixing, Zeng, Jose Jorge, Ochoa, Xiaoling, Zhang

Journal:

Journal of Engineering Design and Technology

Année:

2010

Langue:

english

Fichier:

PDF, 195 KB

english, 2010

10

Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector

Tong, Bin, Diao, Xundi, Wu, Chongfeng

Journal:

Economic Modelling

Année:

2015

Langue:

english

Fichier:

PDF, 908 KB

english, 2015

11

What are returns outside trading hours capturing for volatility of individual stocks?

Wang, Xunxiao, Diao, Xundi, Chen, Yixiang

Journal:

Applied Economics Letters

Année:

2016

Langue:

english

Fichier:

PDF, 670 KB

english, 2016

12

[IEEE 2017 29th Chinese Control And Decision Conference (CCDC) - Chongqing, China (2017.5.28-2017.5.30)] 2017 29th Chinese Control And Decision Conference (CCDC) - Option pricing based on HMM and GARCH model

Tang, Linger, Diao, Xundi

Année:

2017

Langue:

english

Fichier:

PDF, 191 KB

english, 2017

13

Operational risk quantified with spectral risk measures: a refined closed-form approximation

Tong, Bin, Diao, Xundi, Wu, Chongfeng

Journal:

Quantitative Finance

Année:

2019

Langue:

english

Fichier:

PDF, 1.13 MB

english, 2019

14

Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China

Wang, Yudong, Diao, Xundi, Pan, Zhiyuan, Wu, Chongfeng

Journal:

Pacific-Basin Finance Journal

Année:

2019

Langue:

english

Fichier:

PDF, 441 KB

english, 2019