Xiaojing Su

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

104

SSRN CITATIONS

0

CROSSREF CITATIONS

9

Scholarly Papers (3)

1.

Do Euro Exchange Rates Follow a Martingale? Some Out-of-Sample Evidence

Journal of Banking and Finance, 2008
Number of pages: 41 Posted: 20 Aug 2007 Last Revised: 19 Oct 2011
Jian Yang, Xiaojing Su and James W. Kolari
University of Colorado at Denver - Business School, affiliation not provided to SSRN and Texas A&M University - Department of Finance
Downloads 98 (271,163)

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Euro exchange rates, martingale, nonlinear models, technical trading rule, forecasting evaluation

Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach

The Financial Review, Forthcoming
Number of pages: 35 Posted: 22 Jun 2009
Xiaojing Su, Wang Tao and Jian Yang
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Colorado at Denver - Business School
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international stock markets, model selection, economic criteria, nonparametric models, forecasting

Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach

Financial Review, Vol. 44, Issue 4, pp. 559-582, November 2009
Number of pages: 24 Posted: 14 Oct 2009
Xiaojing Su, Tao Wang and Jian Yang
affiliation not provided to SSRN, City University of New York (CUNY) - Department of Economics and University of Colorado at Denver - Business School
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3.

Exchange Rate Pass-Through in China

China & World Economy, Vol. 17, Issue 1, pp. 33-46, January-February 2009
Number of pages: 14 Posted: 04 Feb 2009
Xiaojing Su and Chang Shu
affiliation not provided to SSRN and Hong Kong Monetary Authority
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