玉君 连
(Yujun Lian)

Personal Details

First Name:	Yujun
Middle Name:
Last Name:	Lian
Suffix:
RePEc Short-ID:	pli510
	https://lingnan.sysu.edu.cn/en/faculty/LianYujun
Terminal Degree:	2007 Jinhe Center for Economic Research (JCER); Xi'an Jiaotong University (from RePEc Genealogy)

Affiliation

Department of Finance
Lingnan (University) College
Sun Yat-Sen University

Guangzhou, China
http://lingnan.sysu.edu.cn/jiaoxue/csx.asp
RePEc:edi:dfsuncn (more details at EDIRC)

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. Peng, Zhen & Lian, Yujun & Forson, Joseph Ato, 2017. "Peer Effects in R&D Investment Policy: Evidence from China," MPRA Paper 102394, University Library of Munich, Germany, revised 20 Jun 2019.
   • Zhen Peng & Yujun Lian & Joseph A. Forson, 2021. "Peer effects in R&D investment policy: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4516-4533, July.

   Cited by:

   1. Qiao Wang, 2023. "Does the Chinese labour force make sufficient efforts? Empirical evidence using non‐parametric analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3262-3280, July.
   2. Xiaohui Wu & Yumin Li & Chong Feng, 2023. "Green innovation peer effects in common institutional ownership networks," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(2), pages 641-660, March.
   3. Joseph Ato Forson & Samuel Gameli Gadzo & Emmanuel Atta Anaman & Abass Adams, 2022. "Online sales adoption and financial resilience in Sub-Sahara Africa: the moderating role of ownership and enterprise size during Covid-19 crisis," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
   4. Feng, Yitian, 2023. "Do listed companies fulfill their public commitments? Evidence from the stake-raising commitments of Chinese companies," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
   5. Changchun Zhu & Na Li & Jing Ma & Xiaobin Qi, 2024. "CEOs' digital technology backgrounds and enterprise digital transformation: The mediating effect of R&D investment and corporate social responsibility," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(3), pages 2557-2573, May.

Articles

1. Liu Yang & Yuanqing Wang & Yujun Lian & Xin Dong & Jianhong Liu & Yuanyuan Liu & Zhouhao Wu, 2023. "Rational planning strategies of urban structure, metro, and car use for reducing transport carbon dioxide emissions in developing cities," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(7), pages 6987-7010, July.

   Cited by:

   1. Pochont, Nitin Ralph & Sekhar Y, Raja, 2024. "Local centric energy estimate model for clean and affordable power generation in a solar integrated passenger vehicle," Renewable Energy, Elsevier, vol. 222(C).

2. Dezhu Ye & Shuang Pan & Yujun Lian & Yew-Kwang Ng, 2021. "Culture And Savings: Why Do Asians Save More?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 66(03), pages 621-651, June.

   Cited by:

   1. Idrees Liaqat & Yongqiang Gao & Faheem Ur Rehman & Zoltán Lakner & Judit Oláh, 2022. "National Culture and Financial Inclusion: Evidence from Belt and Road Economies," Sustainability, MDPI, vol. 14(6), pages 1-21, March.

3. Zhen Peng & Yujun Lian & Joseph A. Forson, 2021. "Peer effects in R&D investment policy: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4516-4533, July.
   • Peng, Zhen & Lian, Yujun & Forson, Joseph Ato, 2017. "Peer Effects in R&D Investment Policy: Evidence from China," MPRA Paper 102394, University Library of Munich, Germany, revised 20 Jun 2019.
   See citations under working paper version above.
4. Huang, Bihong & Lian, Yujun & Li, Wensu, 2016. "How far is Chinese left-behind parents' health left behind?," China Economic Review, Elsevier, vol. 37(C), pages 15-26.

   Cited by:

   1. Yosuke Inoue & Annie Green Howard & Bo Qin & Aki Yazawa & Andrew Stickley & Penny Gordon-Larsen, 2019. "The association between family members’ migration and cognitive function among people left behind in China," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-11, September.
   2. De Neve, Jan-Walter & Kawachi, Ichiro, 2017. "Spillovers between siblings and from offspring to parents are understudied: A review and future directions for research," Social Science & Medicine, Elsevier, vol. 183(C), pages 56-61.
   3. Sarah Bridges & Lefan Liu, 2022. "The impact of child migration on the health and well‐being of parents left behind," Journal of International Development, John Wiley & Sons, Ltd., vol. 34(6), pages 1145-1164, August.
   4. Zhu, Ruini & Yuan, Ye & Wang, Yaojing, 2024. "Love, health, and robots: Automation, migration, and family responses in rural China," China Economic Review, Elsevier, vol. 85(C).
   5. Menghua Li & Yun Zhou & Xinjie Shi, 2021. "Who Will Care for Middle Aged and Elderly Parents in Rural China?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(2), pages 123-150, March.
   6. Kumar, Sneha, 2021. "Offspring's labor migration and its implications for elderly parents' emotional wellbeing in Indonesia," Social Science & Medicine, Elsevier, vol. 276(C).
   7. Tianxiang Li & Beibei Wu & Fujin Yi & Bin Wang & Tomas Baležentis, 2020. "What Happens to the Health of Elderly Parents When Adult Child Migration Splits Households? Evidence from Rural China," IJERPH, MDPI, vol. 17(5), pages 1-14, March.
   8. Agadjanian, Victor & Hayford, Sarah R. & Jansen, Natalie A., 2021. "Men's migration and women's mortality in rural Mozambique," Social Science & Medicine, Elsevier, vol. 270(C).
   9. Sha Cao & Dingde Xu & Yi Liu & Shaoquan Liu, 2019. "The Impact of Rural Labor Migration on Elderly Health from the Perspective of Gender Structure: A Case Study in Western China," Sustainability, MDPI, vol. 11(20), pages 1-18, October.
   10. Kesavayuth, Dusanee & Liang, Yufang & Zikos, Vasileios, 2018. "An active lifestyle and cognitive function: Evidence from China," The Journal of the Economics of Ageing, Elsevier, vol. 12(C), pages 183-191.

5. Dezhu Ye & Yew-Kwang Ng & Yujun Lian, 2015. "Culture and Happiness," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 123(2), pages 519-547, September.

   Cited by:

   1. Niclas Berggren & Christian Bjørnskov, 2023. "Does legal freedom satisfy?," European Journal of Law and Economics, Springer, vol. 55(1), pages 1-28, February.
      • Berggren, Niclas & Bjørnskov, Christian, 2022. "Does Legal Freedom Satisfy?," Working Paper Series 1436, Research Institute of Industrial Economics.
   2. Tofallis, Chris, 2020. "Which formula for national happiness?," Socio-Economic Planning Sciences, Elsevier, vol. 70(C).
   3. Liudmila Klimenko & Liudmila Skachkova, 2020. "Subjective Well-Being of Russian FacultyAn Empirical Study," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 4, pages 37-63.
   4. Schlaile, Michael P. & Bogner, Kristina & Muelder, Laura, 2021. "It’s more than complicated! Using organizational memetics to capture the complexity of organizational culture," Journal of Business Research, Elsevier, vol. 129(C), pages 801-812.
   5. Gabriel Leite Mota, 2022. "Unsatisfying ordinalism: The breach through which happiness (re)entered economics," Regional Science Policy & Practice, Wiley Blackwell, vol. 14(3), pages 513-528, June.
   6. Gabriela-Mihaela Mureșan & Viorela-Ligia Văidean & Codruța Mare & Monica Violeta Achim, 2023. "Were we happy and we didn’t know it? A subjective dynamic and financial assessment pre-, during and post-COVID-19," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(5), pages 749-768, July.
   7. Ute Stephan & Andreas Rauch & Isabella Hatak, 2023. "Happy Entrepreneurs? Everywhere? A Meta-Analysis of Entrepreneurship and Wellbeing," Entrepreneurship Theory and Practice, , vol. 47(2), pages 553-593, March.
   8. Xue, Yixi & Zhang, Yi & Wang, Zhuoli & Tian, Shuo & Xiong, Qian & Li, Lydia Qianqian, 2023. "Effects of incentive policies on the purchase intention of electric vehicles in China: Psychosocial value and family ownership," Energy Policy, Elsevier, vol. 181(C).
   9. Клименко Л. В. & Скачкова Л. С., 2020. "Субъективное Благополучие Преподавателей Российских Вузовопыт Эмпирического Исследования," Вопросы образования // Educational Studies Moscow, National Research University Higher School of Economics, issue 4, pages 37-63.
   10. Fernando Bruna, 2022. "Happy Cultures? A Multilevel Model of Well-Being with Individual and Contextual Human Values," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 164(1), pages 55-77, November.
   11. Gabriela Mihaela Muresan & Cristina Ciumas & Monica Violeta Achim, 2020. "Can Money Buy Happiness? Evidence for European Countries," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 15(4), pages 953-970, September.
   12. Xinyu He & Daniel T. L. Shek & Wenbin Du & Yangu Pan & Yin Ma, 2022. "The Relationship between Social Participation and Subjective Well-Being among Older People in the Chinese Culture Context: The Mediating Effect of Reciprocity Beliefs," IJERPH, MDPI, vol. 19(23), pages 1-14, December.
   13. KangJae Jerry Lee & Seonghee Cho & Eui Kyung Kim & Sunhwan Hwang, 2020. "Do More Leisure Time and Leisure Repertoire Make Us Happier? An Investigation of the Curvilinear Relationships," Journal of Happiness Studies, Springer, vol. 21(5), pages 1727-1747, June.
   14. Oluwafunmilade Adesanya A. & Bomar Mendez Rojas & Amadou Darboe & Idrissa Beogo, 2017. "Socioeconomic differential in self-assessment of health and happiness in 5 African countries: Finding from World Value Survey," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-12, November.
   15. Qian Li & Xiaoguang Huang & Hanwen Zhang, 2023. "Exploring the Effects of Consumption Expenditures on Life Satisfaction in China," Journal of Happiness Studies, Springer, vol. 24(6), pages 1963-1990, August.
   16. Gómez-Antonio, Miguel & del Moral Arce, Ignacio & Hortas-Rico, Miriam, 2022. "Are VAT reforms an effective tool for promoting culture? A quasi-experiment in Spain," Journal of Policy Modeling, Elsevier, vol. 44(5), pages 1016-1040.
   17. Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018. "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 634-643.
   18. Hock-Eam Lim & Daigee Shaw & Pei-Shan Liao & Hongbo Duan, 2020. "The Effects of Income on Happiness in East and South Asia: Societal Values Matter?," Journal of Happiness Studies, Springer, vol. 21(2), pages 391-415, February.
   19. Monica Violeta Achim & Sorin Nicolae Borlea & Lucian Vasile Găban & Alin Adrian Mihăilă, 2019. "The Shadow Economy and Culture: Evidence in European Countries," Eastern European Economics, Taylor & Francis Journals, vol. 57(5), pages 352-374, September.
   20. Tang, Liwei & He, Gang, 2021. "How to improve total factor energy efficiency? An empirical analysis of the Yangtze River economic belt of China," Energy, Elsevier, vol. 235(C).
   21. Hock‐Eam Lim & Daigee Shaw & Le‐Yu Chen & Pei‐Shan Liao, 2023. "Distributional Effects of Freedom and Income on Life Satisfaction: Evidence from East Asian Chinese Societies," Asian Economic Journal, East Asian Economic Association, vol. 37(1), pages 113-143, March.
   22. Maham Mushtaq & Danish Ahmed Siddiqui, 2020. "Exploring the Nexus Between Culture, Values, Institutions, Happiness and Philanthropy: A Global Evidence," International Journal of Social Work, Macrothink Institute, vol. 7(1), pages 16-55, June.
   23. Miguel Gómez-Antonio & Ignacio del Moral Arce & Miriam Hortas-Rico, 2022. "Are vat reforms an effective tool for promoting the consumption of culture? Evidence from a quasiexperiment in Spain," Working Papers. Collection A: Public economics, governance and decentralization 2203, Universidade de Vigo, GEN - Governance and Economics research Network.
   24. Pathak, Saurav & Muralidharan, Etayankara, 2021. "Consequences of cross-cultural differences in perceived well-being for entrepreneurship," Journal of Business Research, Elsevier, vol. 122(C), pages 582-596.
   25. Kumar, Bipul & Bagozzi, Richard P. & Manrai, Ajay K. & Manrai, Lalita A., 2022. "Conspicuous consumption: A meta-analytic review of its antecedents, consequences, and moderators," Journal of Retailing, Elsevier, vol. 98(3), pages 471-485.

6. Yujun Lian & Mohamad Sepehri & Maggie Foley, 2011. "Corporate Cash Holdings and Financial Crisis: An Empirical Study of Chinese Companies," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 112-124, December.

   Cited by:

   1. Khalil Jebran & Shihua Chen & Muhammad Zubair Tauni & Hassan Ahmad, 2019. "Corporate Governance, Ultimate Owner, and Target Cash Holdings: Evidence From China," SAGE Open, , vol. 9(4), pages 21582440198, December.
   2. Quatraro, Francesco & Vivarelli, Marco, 2013. "Drivers of Entrepreneurship and Post-Entry Performance of Newborn Firms in Developing Countries," IZA Discussion Papers 7436, Institute of Labor Economics (IZA).
      • Francesco Quatraro & Marco Vivarelli, 2015. "Drivers of Entrepreneurship and Post-entry Performance of Newborn Firms in Developing Countries," The World Bank Research Observer, World Bank, vol. 30(2), pages 277-305.
      • Francesco Quatraro & Marco Vivarelli, 2015. "Drivers of entrepreneurship and post-entry performance of newborn firms in developing countries," Post-Print hal-01071511, HAL.
      • Quatraro, Francesco & Vivarelli, Marco, 2014. "Drivers of entrepreneurship and post-entry performance of newborn firms in developing countries," Policy Research Working Paper Series 7074, The World Bank.
   3. Demir, Ender & Ersan, Oguz, 2017. "Economic policy uncertainty and cash holdings: Evidence from BRIC countries," Emerging Markets Review, Elsevier, vol. 33(C), pages 189-200.
   4. Berent Tomasz & Śniechowski Maciej, 2023. "Corporate sector cash holding – optimal levels, macro context, or external shocks?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 59(4), pages 297-314, December.
   5. Quoc Trung Tran, 2020. "Corporate cash holdings and financial crisis: new evidence from an emerging market," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 271-285, June.
   6. Abid Hussain & Beata Gavurova & Masood Ahmed & Muhammad Asif Khan & József Popp, 2023. "What Matters for Corporate Cash Holdings Board Governance, Financial Constraints, or Interactions?," SAGE Open, , vol. 13(4), pages 21582440231, November.
   7. Chau Le & Dickinson David, 2014. "Asset price volatility and financial contagion: analysis using the MS-VAR framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 133-162, December.
   8. Tran, Quoc Trung, 2021. "Economic policy uncertainty and cost of debt financing: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
   9. Bukalska Elżbieta & Maziarczyk Anna, 2023. "Impact of financial constraints and financial distress on cash holdings," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 59(1), pages 13-31, March.
   10. Tran, Quoc Trung, 2020. "Financial crisis, shareholder protection and cash holdings," Research in International Business and Finance, Elsevier, vol. 52(C).
   11. Alessandro Zeli, 2014. "The financial distress indicators trend in Italy: an analysis of medium-size enterprises," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 199-221, December.
   12. Francesco Quatraro & Marco Vivarelli, 2013. "Entry and Post-Entry Dynamics in Developing Countries," GREDEG Working Papers 2013-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
   13. Farzana Chowdhury & David Audretsch, 2014. "Institution as looting apparatus: impact of gender equality and institutions on female entrepreneurship," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 207-225, December.
   14. Fryderyk Mirota & Natalia Nehrebecka, 2020. "Dynamika dostosowań transakcyjnej rezerwy płynności przedsiębiorstw do poziomu optymalnego," Bank i Kredyt, Narodowy Bank Polski, vol. 51(6), pages 613-638.
   15. Quatraro, Francesco & Vivarelli, Marco, 2013. "Entrepreneurship In A Developing Country Context," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201314, University of Turin.
   16. Khalil Jebran & Amjad Iqbal & Kalim Ullah Bhat & Muhammad Arif Khan & Mustansar Hayat, 2019. "Determinants of corporate cash holdings in tranquil and turbulent period: evidence from an emerging economy," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-12, December.
   17. Narendar Rao & K. Reddy, 2015. "The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 309-341, December.
   18. Farzana Chowdhury & David B. Audretsch, 2021. "A dynamic relationship between entrepreneurial orientation and entrepreneurial activity," Journal of International Entrepreneurship, Springer, vol. 19(3), pages 339-356, September.
   19. Chi Keung Marco Lau & Mehmet Huseyin Bilgin, 2013. "Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S1), pages 37-48, January.
   20. Bugshan, Abdullah, 2022. "Oil price volatility and corporate cash holding," Journal of Commodity Markets, Elsevier, vol. 28(C).
   21. Fryderyk Mirota & Natalia Nehrebecka, 2018. "Determinanty transakcyjnej rezerwy płynności w spółkach giełdowych w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 75-102.
   22. Marco Vivarelli, 2013. "Is entrepreneurship necessarily good? Microeconomic evidence from developed and developing countries," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 22(6), pages 1453-1495, December.
   23. Vivarelli, Marco, 2012. "Drivers of entrepreneurship and post-entry performance : microeconomic evidence from advanced and developing countries," Policy Research Working Paper Series 6245, The World Bank.
   24. Aoife Hanley & Wan-Hsin Liu & Andrea Vaona, 2015. "Credit depth, government intervention and innovation in China: evidence from the provincial data," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 73-98, June.
   25. Wilson X. B. Li & Tina T. He & Andrew Marshall & Gordon Y. N. Tang, 2020. "An empirical analysis of accounting conservatism surrounding share repurchases," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 609-627, December.

7. Shao, Xi-Dong & Lian, Yu-Jun & Yin, Lian-Qian, 2009. "Forecasting Value-at-Risk using high frequency data: The realized range model," Global Finance Journal, Elsevier, vol. 20(2), pages 128-136.

   Cited by:

   1. Ewald, Christian & Hadina, Jelena & Haugom, Erik & Lien, Gudbrand & Størdal, Ståle & Yahya, Muhammad, 2023. "Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures," Finance Research Letters, Elsevier, vol. 58(PA).
   2. Iacus, Stefano M. & Mercuri, Lorenzo & Rroji, Edit, 2017. "COGARCH(p, q): Simulation and Inference with the yuima Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 80(i04).
   3. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper 30364, University Library of Munich, Germany.
   4. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper 35252, University Library of Munich, Germany.
      • Dimitrios P. Louzis & Spyros Xanthopoulos‐Sisinis & Apostolos P. Refenes, 2013. "The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 561-576, September.
   5. Tan, Shay-Kee & Ng, Kok-Haur & Chan, Jennifer So-Kuen & Mohamed, Ibrahim, 2019. "Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 537-551.
   6. Thanakorn Nitithumbundit & Jennifer S. K. Chan, 2020. "ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1169-1191, September.
   7. Chun Liu & John M Maheu, 2010. "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers tecipa-401, University of Toronto, Department of Economics.
   8. Chan Jennifer So Kuen & Ng Kok-Haur & Nitithumbundit Thanakorn & Peiris Shelton, 2019. "Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-22, April.
   9. Stavros Degiannakis & Pamela Dent & Christos Floros, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, vol. 82(1), pages 71-102, January.
      • Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper 80431, University Library of Munich, Germany.
   10. Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
   11. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2014. "Realized volatility models and alternative Value-at-Risk prediction strategies," Economic Modelling, Elsevier, vol. 40(C), pages 101-116.
   12. Liu, Chun & Maheu, John M., 2012. "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 329-348.
   13. Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
       • Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper 80433, University Library of Munich, Germany.

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