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2. How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method. (2022). Lu, Tuantuan ; Chen, Shenglan ; Zhu, Pengfei.
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1. Model-based vs. agnostic methods for the prediction of time-varying covariance matrices. (2025). Xidonas, Panos ; Poignard, Benjamin ; Fermanian, Jean-David.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06238-4.

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2. Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation. (2023). Powdel, Tushar Kanti ; Dutta, Santanu.
   In: Sankhya B: The Indian Journal of Statistics.
   RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-023-00303-x.

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3. Equal-weighting and value-weighting: which one is better?. (2022). Singal, Vijay ; Qin, Nan.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01008-w.

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4. Tail risk, systemic risk and spillover risk of crude oil and precious metals. (2022). Chaudhry, Sajid M ; Ahmed, Rizwan ; Benjasak, Chonlakan ; Kumpamool, Chamaiporn.
   In: Energy Economics.
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5. Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume.
   In: Papers.
   RePEc:arx:papers:2203.07865.

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6. The Behavior of Extreme and Cumulative Stock Price Random Variables during the Crisis Periods-A Study of Nifty 50 Stocks. (2021). Gali, Srilakshminarayana.
   In: Economic Research Guardian.
   RePEc:wei:journl:v:11:y:2021:i:1:p:103-129.

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7. Fundamentals-weighting vs. Capitalization-weighting: An Empirical Comparison. (2021). Bonafini, Tommaso ; Ferrari, Pierpaolo ; Abate, Guido.
   In: Journal of Finance and Investment Analysis.
   RePEc:spt:fininv:v:10:y:2021:i:2:f:10_2_3.

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8. Hedging futures performance with denoising and noise-assisted strategies. (2021). Yao, Yinhong ; Su, Kuangxi ; Zheng, Chengli.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000899.

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9. Nonlinear effect of sentiment on momentum. (2021). Li, Kai.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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10. Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Wang, Peiwan ; Zong, LU.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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11. Data Mining Corrections Testing in Chinese Stocks. (2018). Markowitz, Harry ; Wang, Ziwei ; Deng, Shijie ; Gillam, Robert A ; John, JR ; Xu, Ganlin.
    In: Interfaces.
    RePEc:inm:orinte:v:48:y:2018:i:2:p:108-120.

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12. A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. (2017). Li, Longqing.
    In: MPRA Paper.
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13. A Study on the Volatility of the Bangladesh Stock Market — Based on GARCH Type Models. (2017). Chao, WU ; Shouyang, Wang ; Bhowmik, Roni ; Kumar, Jewel Roy.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:5:y:2017:i:3:p:193-215:n:1.

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14. MARKET RISK OF INVESTMENT IN US SUBPRIME CRISIS: COMPARISON OF A PURE DIFFUSION AND A PURE JUMP MODEL. (2016). Mozumder, Sharif ; Rahman, Arafatur.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500135.

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15. Modeling the distribution of extreme returns in the Chinese stock market. (2015). Li, Steven ; Hussain, Saiful Izzuan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:263-276.

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16. Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements. (2015). Sholarin, Ola ; Feria-Dominguez, Jose Manuel ; Jimenez-Rodriguez, Enrique.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:206-221.

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17. Option pricing under GARCH models with Hansens skewed-t distributed innovations. (2015). Liu, Yanxin ; Ng, Andrew Cheuk-Yin .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:108-125.

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18. Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates. (2014). Su, Jung-Bin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:1-39.

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19. Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?. (2014). Aloui, Chaker ; ben Hamida, Hela.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:349-380.

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20. Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Herrera, Rodrigo ; Schipp, Bernhard.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238.

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21. Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, Chia-Lin ; Allen, David ; McAleer, Michael.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1303.

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22. Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, Chia-Lin ; Allen, David ; McAleer, Michael.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130021.

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23. Recent Developments in Financial Economics and Econometrics:An Overview. (2013). Chang, Chia-Lin ; Allen, David.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:842.

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24. Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, Chia-Lin ; Allen, David ; McAleer, M. J. ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:38695.

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