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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
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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
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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
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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
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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. 921-928
Persistent link: https://www.econbiz.de/10008893639