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Jian Hu

Personal Details

First Name:Jian
Middle Name:
Last Name:Hu
Suffix:
RePEc Short-ID:phu200
http://people.smu.edu/jianh/
Department of Economics Southern Methodist University 3300 Dyer Street Suite 301, Umphrey Lee Center Dallas TX 75275-0496
2147683394

Affiliation

Department of Economics
Southern Methodist University

Dallas, Texas (United States)
http://www.smu.edu/economics/
RePEc:edi:desmuus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Jian Hu, 2008. "Does Weather Matter?," Departmental Working Papers 0809, Southern Methodist University, Department of Economics.
  2. Jian Hu, 2008. "Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach," Departmental Working Papers 0808, Southern Methodist University, Department of Economics, revised Nov 2008.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jian Hu, 2008. "Does Weather Matter?," Departmental Working Papers 0809, Southern Methodist University, Department of Economics.

    Cited by:

    1. Sri Utami Ady, 2018. "The Cognitive and Psychological Bias in Investment Decision-Making Behavior: (Evidence From Indonesian Investor's Behavior)," Journal of Economics and Behavioral Studies, AMH International, vol. 10(1), pages 86-100.
    2. Silva, Pedro & Almeida, Liliana, 2011. "Weather and stock markets: empirical evidence from Portugal," MPRA Paper 54119, University Library of Munich, Germany.

  2. Jian Hu, 2008. "Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach," Departmental Working Papers 0808, Southern Methodist University, Department of Economics, revised Nov 2008.

    Cited by:

    1. Wahbeeah Mohti & Andreia Dionísio & Paulo Ferreira & Isabel Vieira, 2019. "Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis," Economies, MDPI, vol. 7(1), pages 1-14, February.
    2. Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Nguyen, Duc Khuong, 2011. "Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 130-141, January.
    3. Qianqian Wang & Choi, 2015. "Co-movement of the Chinese and U.S. aggregate stock returns," Applied Economics, Taylor & Francis Journals, vol. 47(50), pages 5337-5353, October.
    4. Jian Hu, 2008. "Does Weather Matter?," Departmental Working Papers 0809, Southern Methodist University, Department of Economics.
    5. Atskanov, Isuf, 2015. "Dynamic optimization of an investment portfolio on European stock markets using pair copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 40(4), pages 84-105.
    6. Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady, 2016. "Joint distribution of stock indices: Methodological aspects of construction and selection of copula models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 42, pages 30-53.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CNA: China (2) 2008-09-20 2008-11-11
  2. NEP-ECM: Econometrics (1) 2008-11-11
  3. NEP-ETS: Econometric Time Series (1) 2008-11-11
  4. NEP-RMG: Risk Management (1) 2008-11-18

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