Ai Jun Hou

Ai Jun Hou

Stockholm University - Stockholm / Sweden
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1288628
Stockholms universitet
person_outline Ai Jun Hou's MOST POPULAR ARTICLES
1-) The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approachH Asgharian, AJ Hou, F JavedJournal of Forecasting 32 (7), 600-612, 20131952013
2-) A nonparametric GARCH model of crude oil price return volatilityA Hou, S SuardiEnergy Economics 34 (2), 618-626, 20121942012
3-) Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specificationH Asgharian, C Christiansen, AJ HouJournal of Financial Econometrics 14 (3), 617-642, 2016962016
4-) Effects of macroeconomic uncertainty on the stock and bond marketsH Asgharian, C Christiansen, AJ HouFinance Research Letters 13, 10-16, 20151042015
5-) Pricing cryptocurrency optionsAJ Hou, W Wang, CYH Chen, WK HärdleJournal of Financial Econometrics 18 (2), 250-279, 2020952020