Wang Zijun

Zijun Wang

Information about the author Zijun Wang will soon be added to the site.
Found 4 papers in total
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
2010
In the context of a three-moment intertemporal capital asset pricing model...
Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates
Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates
2010
Previous studies show that it is not always optimal to combine forecasts of...
Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
2004
Since Quenouille's influential work on multiple time series, much progress has made...
The homogeneity restriction and forecasting performance of VAR-type demand systems: an empirical examination of US meat consumption
The homogeneity restriction and forecasting performance of VAR-type demand systems: an empirical examination of US meat consumption
2002
This paper compares the forecast performance of vector-autoregression-type (VAR)...
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