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Hong Miao

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This is information that was supplied by Hong Miao in registering through RePEc. If you are Hong Miao , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hong
Middle Name:
Last Name: Miao
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RePEc Short-ID: pmi643

Email: [This author has chosen not to make the email address public]
Homepage: https://sites.google.com/site/csuhongmiao/
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Affiliation

Department of Finance and Real Estate
Colorado State University
Location: Fort Collins, Colorado (United States)
Homepage: http://www.biz.colostate.edu/financeRealEstate/
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Handle: RePEc:edi:dfcsuus (more details at EDIRC)

Works

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Articles

  1. Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Villupuram, Sriram, 2014. "Currency jumps, cojumps and the role of macro news," Journal of International Money and Finance, Elsevier, Elsevier, vol. 40(C), pages 42-62.
  2. John Elder & Robert J. Elliott & Hong Miao, 2013. "Fractional differencing in discrete time," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(2), pages 195-204, January.
  3. Elder, John & Miao, Hong & Ramchander, Sanjay, 2012. "Impact of macroeconomic news on metal futures," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(1), pages 51-65.
  4. Arjun Chatrath & Hong Miao & Sanjay Ramchander, 2012. "Does the price of crude oil respond to macroeconomic news?," Journal of Futures Markets, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 32(6), pages 536-559, 06.
  5. Robert J. Elliott & John W. Lau & Hong Miao & Tak Kuen Siu, 2012. "Viterbi-Based Estimation for Markov Switching GARCH Model," Applied Mathematical Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 19(3), pages 219-231, August.
  6. Hong Miao & Sanjay Ramchander & Marc W. Simpson, 2011. "Return and Volatility Transmission in U.S. Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 39(4), pages 701-741, December.
  7. Elliott, Robert J. & Lyle, Matthew R. & Miao, Hong, 2010. "A model for energy pricing with stochastic emission costs," Energy Economics, Elsevier, Elsevier, vol. 32(4), pages 838-847, July.
  8. Robert Elliott & Hong Miao, 2009. "VaR and expected shortfall: a non-normal regime switching framework," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(6), pages 747-755.
  9. Robert J. Elliott & Hong Miao & Jin Yu, 2009. "Investment Timing Under Regime Switching," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 443-463.
  10. Abel Cadenillas & Robert Elliott & Hong Miao & Zhenyu Wu, 2009. "Risk-Hedging in Real Estate Markets," Asia-Pacific Financial Markets, Springer, Springer, vol. 16(4), pages 265-285, December.

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