| The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approach H Asgharian, AJ Hou, F Javed Journal of Forecasting 32 (7), 600-612, 2013 | 269 | 2013 |
| A nonparametric GARCH model of crude oil price return volatility A Hou, S Suardi Energy Economics 34 (2), 618-626, 2012 | 224 | 2012 |
| Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specification H Asgharian, C Christiansen, AJ Hou Journal of Financial Econometrics 14 (3), 617-642, 2016 | 120 | 2016 |
| Effects of macroeconomic uncertainty on the stock and bond markets H Asgharian, C Christiansen, AJ Hou Finance Research Letters 13, 10-16, 2015 | 98 | 2015 |
| Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods A Mobarek, G Muradoglu, S Mollah, AJ Hou Journal of Financial Stability 24, 1-11, 2016 | 85 | 2016 |
| Pricing cryptocurrency options AJ Hou, W Wang, CYH Chen, WK Härdle Journal of Financial Econometrics 18 (2), 250-279, 2020 | 84 | 2020 |
| Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach AJ Hou Journal of International Financial Markets, Institutions and Money 23, 12-32, 2013 | 50 | 2013 |
| Pricing cryptocurrency options: the case of CRIX and Bitcoin CYH Chen, WK Härdle, AJ Hou, W Wang IRTG 1792 Discussion Paper, 2018 | 29 | 2018 |
| Economic policy uncertainty and long-run stock market volatility and correlation H Asgharian, C Christiansen, AJ Hou | 24 | 2018 |
| Modelling and forecasting short-term interest rate volatility: A semiparametric approach AJ Hou, S Suardi Journal of Empirical Finance 18 (4), 692-710, 2011 | 19 | 2011 |
| The effect of uncertainty on stock market volatility and correlation H Asgharian, C Christiansen, AJ Hou Journal of Banking & Finance 154, 106929, 2023 | 15 | 2023 |
| EMU equity markets' return variance and spillover effects from the short-term interest rate AJ Hou Quantitative Finance 13 (3), 451-470, 2013 | 11 | 2013 |
| Pricing cryptocurrency options: The case of bitcoin and crix AJ Hou, W Wang, CYH Chen, WK Härdle Available at SSRN 3159130, 2019 | 10 | 2019 |
| VIX Futures Calendar Spreads AJ Hou, L Norden Journal of Futures markets 38, 822-838, 2018 | 7 | 2018 |
| Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation H Asgharian, C Christiansen, R Gupta, AJ Hou Available at SSRN 2846925, 2016 | 7 | 2016 |
| Hedge and safe haven investing with investment styles AJ Hou, I Khrashchevskyi, J Peltomäki Journal of Asset Management 20 (5), 351-364, 2019 | 6 | 2019 |
| Importance of macroeconomic variables for variance prediction: A GARCH-MIDAS approach F Javed, H Asgharian, AJ Hou J. Forecast 32, 600-612, 2013 | 6 | 2013 |
| Long-and short-run components of factor betas: Implications for stock pricing H Asgharian, C Christiansen, AJ Hou, W Wang Journal of International Financial Markets, Institutions and Money 74, 101412, 2021 | 4 | 2021 |
| Commodity inflation risk premium and stock market returns AJ Hou, E Platanakis, X Ye, G Zhou 2022 University of Rochester Conference in Econometrics, Paris December …, 2022 | 3* | 2022 |
| Empirical Test of Market Efficiency of OMX Options A Hou, A Muñoz Luengo Göteborg University-School of Economics and Commercial Law/Graduate Business …, 2005 | 2 | 2005 |
Hossein AsgharianDept of Economics, Lund University在 nek.lu.se 的电子邮件经过验证
