Narrow search
Showing 1 - 4 of 4
Cover Image
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Cover Image
The role of US implied volatility index in forecasting Chinese stock market volatility : evidence from HAR models
Xiao, Jihong; Wen, Fenghua; Zhao, Yupei; Wang, Xiong - In: International review of economics & finance : IREF 74 (2021), pp. 311-333
Persistent link: https://www.econbiz.de/10012792965
Cover Image
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
Cover Image
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua; Gong, Xu; Cai, Shenghua - In: Energy economics 59 (2016), pp. 400-413
Persistent link: https://www.econbiz.de/10011699710