422 Siming Nan Road
Xiamen, Fujian 361005
China
Xiamen University - School of Economics
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Return Predictability, Economic Policy Uncertainty, Out-of-sample Forecasting, Asset Allocation, Chinese Stock Market
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Return predictability, Economic policy uncertainty, Out‐of‐sample forecasting, Asset allocation, Chinese stock market
Investor Attention, Stock Return Predictability, Partial Least Square (PLS), Principal Component Analysis (PCA), Out-of-Sample Forecast
Return Predictability, Implied Volatility, Out-of-sample Forecasting, Chinese Stock
Return Predictability, International Stock Markets, Skewness, Market Crash
Mean-variance-skewness, Asset allocation, Realized skewness, Skewness forecasting
International Equity Market, Rare Disaster, Return Predictability, Out-of-Sample
Implied Volatility, Option Bid Price, Option Ask Price, Stock Return Predictability
Volatility Forecasting, U.S. Economic Variables, Out-of-sample Forecasting, Combination Forecast, Chinese Stock Market
Recursive utility, Fanning effect, Jump risk, Option smirk
Chinese Stock Market, Asset Allocation, Return Predictability, Combination Forecast
