10 citations · 10 across the 3 of their papers we have counts for
3 papers
q-fin.GN2014★ 10 cited
Rawls' Fairness, Income Distribution and Alarming Level of Gini Coefficient
Yong Tao, Xiangjun Wu, Changshuai Li
The argument that the alarming level of Gini coefficient is 0.4 is very popular, especially in the media industry, all around the world for a long time. Although the 0.4 standard i…
q-fin.ST2011
Common persistence in conditional variance: A reconsideration
Chang-Shuai Li
This paper demonstrates the flaws of co-persistence theory proposed by Bollerslev and Engle (1993) which cause the theory can hardly be applied. With the introduction of the half-l…
q-fin.PM2011
Analysis of hedging based on co-persistence theory
Chang-Shuai Li
This article analyzes the relationship between co-persistence and hedging which indicates co-persistence ratio is just the long-term hedging ratio. The new method of exhaustive sea…