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Details about Hong Miao

Homepage:https://sites.google.com/site/csuhongmiao/
Workplace:Department of Finance and Real Estate, Colorado State University, (more information at EDIRC)

Access statistics for papers by Hong Miao.

Last updated 2014-02-03. Update your information in the RePEc Author Service.

Short-id: pmi643


Jump to Journal Articles

Journal Articles

2014

  1. Currency jumps, cojumps and the role of macro news
    Journal of International Money and Finance, 2014, 40, (C), 42-62 Downloads View citations (22)

2013

  1. Fractional differencing in discrete time
    Quantitative Finance, 2013, 13, (2), 195-204 Downloads

2012

  1. Does the price of crude oil respond to macroeconomic news?
    Journal of Futures Markets, 2012, 32, (6), 536-559 View citations (24)
  2. Impact of macroeconomic news on metal futures
    Journal of Banking & Finance, 2012, 36, (1), 51-65 Downloads View citations (57)
  3. Viterbi-Based Estimation for Markov Switching GARCH Model
    Applied Mathematical Finance, 2012, 19, (3), 219-231 Downloads View citations (2)

2011

  1. Return and Volatility Transmission in U.S. Housing Markets
    Real Estate Economics, 2011, 39, (4), 701-741 Downloads View citations (36)

2010

  1. A model for energy pricing with stochastic emission costs
    Energy Economics, 2010, 32, (4), 838-847 Downloads

2009

  1. Risk-Hedging in Real Estate Markets
    Asia-Pacific Financial Markets, 2009, 16, (4), 265-285 Downloads
  2. VaR and expected shortfall: a non-normal regime switching framework
    Quantitative Finance, 2009, 9, (6), 747-755 Downloads View citations (1)
 
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