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type_genre:"Article in journal"
type_genre:"Congress report"
~person:"Wu, Chongfeng"
~subject:"Forecasting model"
~subject:"Volatility"
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Forecasting model
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8
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5
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5
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5
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Wu, Chongfeng
Gupta, Rangan
47
Clements, Michael P.
37
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34
Timmermann, Allan
32
Diebold, Francis X.
30
Pierdzioch, Christian
29
Petropoulos, Fotios
27
McAleer, Michael
26
Bollerslev, Tim
25
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25
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23
Wang, Yudong
23
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22
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21
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20
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20
Moosa, Imad A.
20
Herwartz, Helmut
19
Clark, Todd E.
18
Assimakopoulos, V.
17
Fildes, Robert
17
Armstrong, Jon Scott
16
Asai, Manabu
16
Babai, M. Zied
16
Ghysels, Eric
16
Kourentzes, Nikolaos
16
Taylor, James W.
16
Andersen, Torben
15
Shi, Yanlin
15
Spiliotis, Evangelos
15
Wohar, Mark E.
15
Dijk, Dick van
14
Granger, C. W. J.
14
Karathanasopoulos, Andreas
14
Koop, Gary
14
Ravazzolo, Francesco
14
Sermpinis, Georgios
14
Caporin, Massimiliano
13
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13
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International journal of forecasting
3
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2
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2
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2
Journal of financial markets
1
Journal of forecasting
1
Pacific-Basin finance journal
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ECONIS (ZBW)
12
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1
Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong
;
Hao, Xianfeng
;
Wu, Chongfeng
- In:
Journal of financial markets
53
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013271973
Saved in:
2
Forecasting commodity prices out-of-sample : can technical indicators help?
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 666-683
Persistent link: https://www.econbiz.de/10012415323
Saved in:
3
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
4
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
5
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
6
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
7
A nonparametric approach to test for predictability
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Economics letters
148
(
2016
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011619752
Saved in:
8
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
9
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
10
Forecasting the real prices of crude oil under economic and statistical constraints
Wang, Yudong
;
Liu, Li
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Energy economics
51
(
2015
),
pp. 599-608
Persistent link: https://www.econbiz.de/10011565055
Saved in:
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