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Part of the Business Commons

2023

Sector-level equity returns predictability with machine learning and market contagion measure, Weijia Peng, Chun Yao
Weijia Peng

Sector-level Equity Returns Predictability with Machine Learning and Market Contagion Measure, Weijia Peng, Chun Yao
WCBT Faculty Publications

2022

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence, Weijia Peng, Chun Yao
Weijia Peng

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence, Weijia Peng, Chun Yao
WCBT Faculty Publications