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Items where Author is "Wang, Dr Shixuan"

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Number of items: 16.


Horváth, L., Kokoszka, P. and Wang, S. (2020) Testing normality of data on a multivariate grid. Journal of Multivariate Analysis, 179. 104640. ISSN 0047-259X doi:

Bonato, M., Gupta, R., Lau, C. K. M. and Wang, S. (2020) Moments-based spillovers across gold and oil markets. Energy Economics. ISSN 0140-9883 (In Press)

Balcilar, M., Gupta, R., Wang, S. and Wohar, M. E. (2020) Oil price uncertainty and movements in the US Government bond risk premia. North American Journal of Economics and Finance, 52. 101147. ISSN 1062-9408 doi:

Chen, C., Liu, Y., Wang, S., Sun, X., Di Cairano-Gilfedder, C., Titmus, S. and Syntetos, A. A. (2020) Predictive maintenance using cox proportional hazard deep learning. Advanced Engineering Informatics, 44. 101054. ISSN 1474-0346 doi:

Horváth, L., Liu, Z., Rice, G. and Wang, S. (2020) Sequential monitoring for changes from stationarity to mild non-stationarity. Journal of Econometrics, 215 (1). pp. 209-238. ISSN 0304-4076 doi:

Horváth, L., Liu, Z., Rice, G. and Wang, S. (2020) A functional time series analysis of forward curves derived from commodity futures. International Journal of Forecasting, 36 (2). pp. 646-665. ISSN 0169-2070 doi:

Apergis, N., Lau, C. K. M., Şen, F. Ö. and Wang, S. (2019) Market integration between Turkey and Eurozone countries. Emerging Markets Finance and Trade. pp. 1-13. ISSN 1540-496X doi:

Apergis, N., Gozgor, G., Lau, C. K. M. and Wang, S. (2019) Decoding the Australian electricity market: new evidence from three-regime hidden semi-Markov model. Energy Economics, 78. pp. 129-142. ISSN 0140-9883 doi:

Antoch, J., Hanousek, J., Horváth, L., Hušková, M. and Wang, S. (2019) Structural breaks in panel data: large number of panels and short length time series. Econometric Reviews. ISSN 1532-4168 doi:

Goltsos, T. E., Ponte, B., Wang, S., Liu, Y., Naim, M. M. and Syntetos, A. A. (2019) The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems. International Journal of Production Research, 57 (23). pp. 7361-7394. ISSN 0020-7543 doi:

Bouri, E., Gupta, R., Lau, C. K. M., Roubaud, D. and Wang, S. (2018) Bitcoin and global financial stress: a copula-based approach to dependence and causality in the quantiles. The Quarterly Review of Economics and Finance, 69. pp. 297-307. ISSN 1062-9769 doi:

Liu, Z. and Wang, S. (2017) Decoding Chinese stock market returns: three-state hidden semi-Markov model. Pacific-Basin Finance Journal, 44. pp. 127-149. ISSN 0927538X doi:

Horváth, L., Pouliot, W. and Wang, S. (2017) Detecting at-most-m changes in linear regression models. Journal of Time Series Analysis, 38 (4). pp. 552-590. ISSN 1467-9892 doi:

Lau, M. C. K., Vigne, S. A., Wang, S. and Yarovaya, L. (2017) Return spillovers between white precious metal ETFs: the role of oil, gold, and global equity. International Review of Financial Analysis, 52. pp. 316-332. ISSN 1057-5219 doi:

Liu, Z. and Wang, S. (2017) Understanding the Chinese stock market: international comparison and policy implications. Economic and Political Studies, 5 (4). pp. 441-455. ISSN 2095-4816 doi:

Book or Report Section

Liu, Z., Han, D. and Wang, S. (2016) Testing bubbles: exuberance and collapse in the Shanghai a-share stock market. In: Song, L., Garnaut, R., Cai, F. and Johnston, L. (eds.) China's New Sources of Economic Growth. ANU Press, pp. 247-270. ISBN 9781760460358 doi:

This list was generated on Wed Jun 3 23:16:15 2020 UTC.

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