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Forecasting aggregate market volatility : The role of good and bad uncertainties
Liu, Li; Wang, Yudong - In: Journal of Forecasting 40 (2020) 1, pp. 40-61
Persistent link: https://www.econbiz.de/10012272978
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What can we learn from the return predictability over the business cycle?
Liu, Li; Pan, Zhiyuan; Wang, Yudong - In: Journal of Forecasting 40 (2020) 1, pp. 108-131
Persistent link: https://www.econbiz.de/10012272983
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Forecasting realized volatility of oil futures market : A new insight
Ma, Feng; Wei, Yu; Liu, Li; Huang, Dengshi - In: Journal of Forecasting 37 (2018) 4, pp. 419-436
Persistent link: https://www.econbiz.de/10012081980
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Out‐of‐sample volatility prediction: A new mixed‐frequency approach
Zhang, Yaojie; Ma, Feng; Wang, Tianyi; Liu, Li - In: Journal of Forecasting (2019)
Persistent link: https://www.econbiz.de/10012082051