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1
Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke
;
Tian, Fengping
;
Chen, Langnan
;
Li, Steven
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
Saved in:
2
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Saved in:
3
Realized volatility forecast : structural breaks, long memory, asymmetry, and day-of-the-week effect
Yang, Ke
;
Chen, Langnan
- In:
International review of finance
14
(
2014
)
3
,
pp. 345-392
Persistent link: https://www.econbiz.de/10011569547
Saved in:
4
Forecasting crude oil volatility using the deep learning-based hybrid models with common factors
Yang, Ke
;
Hu, Nan
;
Tian, Fengping
-
2024
Persistent link: https://www.econbiz.de/10015110666
Saved in:
5
Announcement effect and its determinants of exchangeable bonds
Wang, Lan
;
Chen, Langnan
;
Chen, Jieni
- In:
Finance research letters
30
(
2019
),
pp. 76-82
Persistent link: https://www.econbiz.de/10012420228
Saved in:
6
Asset bubbles, banking stability and economic growth
Wang, Shengquan
;
Chen, Langnan
;
Xiong, Xiong
- In:
Economic modelling
78
(
2019
),
pp. 108-117
Persistent link: https://www.econbiz.de/10012198909
Saved in:
7
Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen
;
Chen, Langnan
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
Saved in:
8
Driving factors of equity bubbles
Wang, Shengquan
;
Chen, Langnan
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 304-317
Persistent link: https://www.econbiz.de/10012269216
Saved in:
9
Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data
Luo, Jiawen
;
Chen, Langnan
;
Zhang, Weiguo
- In:
Applied economics
51
(
2019
)
5
,
pp. 422-443
Persistent link: https://www.econbiz.de/10012160576
Saved in:
10
Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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