Bo Zhang

School of Accounting, Economics and Finance

Northfields Avenue

Wollongong, New South Wales 2522

Australia

Australian National University (ANU) - College of Business and Economics

Canberra

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

18

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

New Kid on the Block? China vs the US in World Oil Markets

CAMA Working Paper No. 33/2019
Number of pages: 12 Posted: 15 May 2019
Jamie Cross, Bao Nguyen and Bo Zhang
Center of Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School, School of Economics, University of Economics Ho Chi Minh City (UEH), Vietnam; Development Policy Centre, Crawford School of Public Policy, ANU; Centre for Applied Macroeconomic Analysis, ANU and School of Accounting, Economics and Finance
Downloads 9 (589,561)

Abstract:

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China, US, Oil markets

2.

Stochastic Volatility Models with ARMA Innovations an Application to G7 Inflation Forecasts

Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper no. 32/2018., 31st Australasian Finance and Banking Conference 2018
Number of pages: 32 Posted: 30 Jul 2018
School of Accounting, Economics and Finance, University of Technology Sydney (UTS) - UTS Business School and The Australian National University
Downloads 9 (589,561)

Abstract:

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autoregressive moving average errors, stochastic volatility, inflation forecast, state space models, unobserved components model