Browsing All of EconStor by Author Hou, Ai Jun
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2014 | Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification | Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun |
2018 | Pricing Cryptocurrency options: the case of CRIX and Bitcoin | Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Hou, Ai Jun; Wang, Weining |
2020 | Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing | Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; Wang, Weining |