Hui Jun Zhang

University of Cambridge

Post-doc fellow

Faculty of Economics, University of Cambridge,

Austin Robinson Building, Sidgwick Avenue

Cambridge, CB3 9DD

United Kingdom

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SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

CIRANO - Scientific Publications 2013s-39

Number of pages: 36 Posted: 19 Dec 2013 Last Revised: 14 Oct 2015

Hui Jun Zhang, Jean-Marie Dufour and John W. Galbraith

University of Cambridge, McGill University and McGill University - Department of Economics

Downloads 503 (120,710)

Citation 7

Abstract:

2.

An Investigation into Multivariate Variance Ratio Statistics and Their Application to Stock Market Predictability

Number of pages: 62 Posted: 21 Mar 2014 Last Revised: 11 Jan 2016

Seok Young Hong, Oliver B. Linton and Hui Jun Zhang

University of Nottingham, University of Cambridge and University of Cambridge

Downloads 237 (275,235)

Citation 2

Abstract:

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