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Yang CAO
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Year
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
F Ma, Y Liao, Y Zhang, Y Cao
Journal of Empirical Finance 52, 40-55, 2019
1642019
Forecasting house prices using dynamic model averaging approach: Evidence from China
Y Wei, Y Cao
Economic Modelling 61, 147-155, 2017
722017
Hot money and China’s stock market volatility: Further evidence using the GARCH–MIDAS model
Y Wei, Q Yu, J Liu, Y Cao
Physica A: Statistical Mechanics and Its Applications 492, 923-930, 2018
632018
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?
L Wang, J Wu, Y Cao, Y Hong
Energy Economics 111, 106056, 2022
282022
The information value of M&A press releases
Y Cao, F Kiesel, H Leung
Journal of Corporate Finance 82, 102465, 2023
52023
股票流动性是否促进研发创新——基于我国医药板块的研究
曹阳
金融评论, 81-90, 2015
42015
经济政策不确定性与我国股市的波动率预测
余江, 徐伟举, 雷立坤, 魏宇, 曹阳
数学的实践与认识 48 (22), 41-52, 2018
2018
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