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The predictability of stock market volatility in emerging economies : Relative roles of local, regional, and global business cycles
Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Sun, Xiaojin - In: Journal of Forecasting 39 (2020) 6, pp. 957-965
Persistent link: https://www.econbiz.de/10012189073
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Volatility forecasting with bivariate multifractal models
Liu, Ruipeng; Demirer, Riza; Gupta, Rangan; Wohar, Mark - In: Journal of Forecasting 39 (2019) 2, pp. 155-167
Persistent link: https://www.econbiz.de/10012082072
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Forecasting volatilities of oil and gas assets : A comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of Forecasting 41 (2021) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012632577
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The global latent factor and international index futures returns predictability
Chang, Shu‐Lien; Lee, Hsiu‐Chuan; Lien, Da-hsiang Donald - In: Journal of Forecasting 41 (2021) 3, pp. 514-538
Persistent link: https://www.econbiz.de/10012632586
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Financial distress prediction model : The effects of corporate governance indicators
Chen, Chih‐Chun; Chen, Chun-Da; Lien, Da-hsiang Donald - In: Journal of Forecasting 39 (2020) 8, pp. 1238-1252
Persistent link: https://www.econbiz.de/10012272968