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Publications

by members of

Hunan University → Center for Economics, Finance and Management Studies (CEMFS)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Li, Chenxing & Yang, Qiao, 2025, "An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 123200, Jan.

2023

  1. Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper, University Library of Munich, Germany, number 118459, Sep.

2022

  1. Li, Chenxing, 2022, "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper, University Library of Munich, Germany, number 112792, Mar.
  2. Li, Chenxing & Maheu, John M & Yang, Qiao, 2022, "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 115456, Nov.

2020

  1. Li, Chenxing & Maheu, John M, 2020, "A Multivariate GARCH-Jump Mixture Model," MPRA Paper, University Library of Munich, Germany, number 104770, Dec.

2019

  1. Andrew Eckert & Corinne Langinier & Long Zhao, 2019, "Determinants of Locational Patenting Behavior of Canadian Firms," Working Papers, University of Alberta, Department of Economics, number 2019-03, Mar.

Journal articles

2026

  1. Pan, Yang & Russell, Gary & Gruca, Thomas S. & Li, Chenxing, 2026, "Multicategory purchase behavior: basket choice, shopping frequency, and promotional analysis," Journal of Retailing, Elsevier, volume 102, issue 1, pages 44-62, DOI: 10.1016/j.jretai.2025.08.002.

2025

  1. Li, Chenxing & Yang, Qiao, 2025, "An infinite hidden Markov model with GARCH for short-term interest rates," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107294.

2024

  1. Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
  2. Chenxing Li & John M. Maheu & Qiao Yang, 2024, "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2187-2211, September, DOI: 10.1002/for.3123.

2023

  1. Di Fan & Long Zhao, 2023, "The role of business locations in international patenting," Journal of Economics, Springer, volume 139, issue 1, pages 43-69, June, DOI: 10.1007/s00712-022-00811-w.

2022

  1. Zhao, Long, 2022, "On the grant rate of Patent Cooperation Treaty applications: Theory and evidence," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106051.
  2. Di Fan & Long Zhao, 2022, "Old Wine in New Bottles: Patenting Propensity," Journal of Industry, Competition and Trade, Springer, volume 22, issue 2, pages 207-224, June, DOI: 10.1007/s10842-021-00377-1.
  3. Zhixin Zeng & Long Zhao & Xiaojun Wang, 2022, "Does improved transportation promote innovation? evidence from China’s cities," Applied Economics, Taylor & Francis Journals, volume 54, issue 23, pages 2643-2657, May, DOI: 10.1080/00036846.2021.1992344.
  4. Andrew Eckert & Corinne Langinier & Long Zhao, 2022, "Determinants of locational patenting behavior of Canadian firms," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 31, issue 4, pages 268-291, May, DOI: 10.1080/10438599.2020.1792608.
  5. Shen Gao & Chenghan Hou & Long Zhao, 2022, "On the economics of CO2 contracts in the enhanced oil recovery industry," Journal of Applied Economics, Taylor & Francis Journals, volume 25, issue 1, pages 802-818, December, DOI: 10.1080/15140326.2022.2065064.

2021

  1. Shi Li & Long Zhao & Hao Shen, 2021, "Foreign direct investment and institutional environment: the impact of bilateral investment treaties," Applied Economics, Taylor & Francis Journals, volume 53, issue 30, pages 3535-3548, June, DOI: 10.1080/00036846.2021.1883535.

2018

  1. Shui Ki Wan & Long Zhao, 2018, "Assessing the role of components of life satisfaction," Applied Economics, Taylor & Francis Journals, volume 50, issue 44, pages 4763-4773, September, DOI: 10.1080/00036846.2018.1466994.

2017

  1. Long Zhao & Zuanshi Liu & William Wei & Bernadette Andreosso-O’Callaghan, 2017, "FDI outflows, exports and financial development," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 6, pages 987-1002, November, DOI: 10.1108/JES-01-2017-0020.

2015

  1. Sung Li & Long Zhao, 2015, "The competitiveness and development strategies of provinces in China: a data envelopment analysis approach," Journal of Productivity Analysis, Springer, volume 44, issue 3, pages 293-307, December, DOI: 10.1007/s11123-015-0445-z.

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