Application of wavelet decomposition in time-series forecasting K Zhang, R Gençay, ME Yazgan Economics Letters 158, 41-46, 2017 | 70 | 2017 |
Economic links and credit spreads R Gençay, D Signori, Y Xue, X Yu, K Zhang Journal of Banking & Finance 55, 157-169, 2015 | 40 | 2015 |
Economic Links and Return Volatility X Yu, K Zhang, R Gençay Simon Fraser University [online available on: http://risk2016 …, 2015 | 2 | 2015 |
Resilience to the financial crisis in customer-supplier networks X Yu, R Gençay, K Zhang Quantitative Finance 19 (8), 1409-1423, 2019 | 1 | 2019 |
Mutual fund performance in developing and advanced world networks K Zhang, R Gencay The Singapore Economic Review 64 (02), 399-421, 2019 | 1 | 2019 |
Three essays on applying structure analysis in financial econometrics K Zhang Simon Fraser University, 2018 | | 2018 |
Discussion of “Do Stock Markets Price Expected Stock Skewness? New Evidence from Quantile Regression based Skewness Forecasts” K Aretz, E Arisoy, X Yu, K Zhang, R Gencay | | |