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

33

SSRN CITATIONS

2

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, Jamie Cross, Bao Nguyen, Bo Zhang and Bo Zhang
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)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 FinanceAustralian National University (ANU) - College of Business and Economics
Downloads 20 (694,737)

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 FinanceAustralian National University (ANU) - College of Business and Economics, Purdue UniversityUniversity of Technology Sydney (UTS) - UTS Business School and The Australian National University
Downloads 13 (752,895)
Citation 2

Abstract:

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