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 | 164 | 2019 |
Forecasting house prices using dynamic model averaging approach: Evidence from China Y Wei, Y Cao Economic Modelling 61, 147-155, 2017 | 72 | 2017 |
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 | 63 | 2018 |
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 | 28 | 2022 |
The information value of M&A press releases Y Cao, F Kiesel, H Leung Journal of Corporate Finance 82, 102465, 2023 | 5 | 2023 |
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 | 4 | 2015 |
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 |