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Can GARCH-class models capture long memory in WTI crude oil markets?
Wang, Yudong
;
Wu, Chongfeng
;
Wei, Yu
- In:
Economic modelling
28
(
2011
)
3
,
pp. 921-927
Persistent link: https://www.econbiz.de/10009271384
Saved in:
2
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
3
Forecasting house prices using dynamic model averaging approach : evidence from China
Wei, Yu
;
Cao, Yang
- In:
Economic modelling
61
(
2017
),
pp. 147-155
Persistent link: https://www.econbiz.de/10011736819
Saved in:
4
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
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