Jung-Bin Su
Biographic Data
| ID | 7545292 |
|---|---|
| NAME | Jung-Bin Su |
| GIVEN NAMES | Jung-Bin |
| FAMILY NAME | Su |
| SIGNATURE | BIN SU J |
| AFFILIATIONS | Qilu University of Technology |
| ORCID | 0000-0003-3271-3462 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Does the Covid-19 pandemic affect the asset allocation performance? Evidence from a composite asset selection approach
This study utilizes version 6 of the regression analysis of time series (RATS) software package to implement the estimation of the bivariate diagonal generalized autoregressive conditional heteroscedasticity (GARCH) model combined with a composite asset selection approach including two hybrid performance measures to solve ‘the trade-off problem between return and risk’ and ‘the inconsistent results from different performance measures’ in the prob…
How does the crisis of the Covid-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets
This study examines how the COVID-19 pandemic crisis affects the interactions between the stock, oil, gold, currency, and cryptocurrency markets. The impacts of the COVID-19 pandemic crisis on the optimal asset allocation and optimal hedged strategy are also discussed. Empirical results show that the volatility spillover significantly exists in most of the ten paired markets whereas the return spillover and correlation are significant only for th…
Structural change in the correlation, return and volatility spillovers
The present study employed a bivariate GJR-GARCH-MX-t model with a Structural break (SB) to explore the status variation of five financial features in three markets in the United States (US) that arose as a result of the shocks from both the global financial crisis (GFC) and subsequently quantitative easing (QE) policies. The results showed that the GFC and QE first cause a SB at the oil market and the stock market; the SB did not occur in the ex…
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How does the crisis of the Covid-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets
This study examines how the COVID-19 pandemic crisis affects the interactions between the stock, oil, gold, currency, and cryptocurrency markets. The impacts of the COVID-19 pandemic crisis on the optimal asset allocation and optimal hedged strategy are also discussed. Empirical results show that the volatility spillover significantly exists in most of the ten paired markets whereas the return spillover and correlation are significant only for th…
Structural change in the correlation, return and volatility spillovers
The present study employed a bivariate GJR-GARCH-MX-t model with a Structural break (SB) to explore the status variation of five financial features in three markets in the United States (US) that arose as a result of the shocks from both the global financial crisis (GFC) and subsequently quantitative easing (QE) policies. The results showed that the GFC and QE first cause a SB at the oil market and the stock market; the SB did not occur in the ex…
Does the Covid-19 pandemic affect the asset allocation performance? Evidence from a composite asset selection approach
This study utilizes version 6 of the regression analysis of time series (RATS) software package to implement the estimation of the bivariate diagonal generalized autoregressive conditional heteroscedasticity (GARCH) model combined with a composite asset selection approach including two hybrid performance measures to solve ‘the trade-off problem between return and risk’ and ‘the inconsistent results from different performance measures’ in the prob…
Business (3 works) · Economics (2 works) · Finance (2 works) · Financial economics (2 works) · Financial Risk and Volatility Modeling (2 works) · Market Dynamics and Volatility (2 works) · Monetary economics (2 works) · Alternative investment (1 work) · Artificial Intelligence (1 work) · Asset allocation (1 work)