Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
Forecasting China's Crude Oil Futures Volatility : The Role of the Jump, Jumps Intensity, and Leverage Effect
Wang, Jiqian; Ma, Feng; Wahab, M.I.M.; Huang, Dengshi - In: Journal of Forecasting 40 (2021) 5, pp. 921-941
Persistent link: https://www.econbiz.de/10012406777
Cover Image
Forecasting realized volatility of Chinese stock market : A simple but efficient truncated approach
Wen, Danyan; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Journal of Forecasting 41 (2021) 2, pp. 230-251
Persistent link: https://www.econbiz.de/10012632572
Cover Image
Forecasting Bitcoin volatility : A new insight from the threshold regression model
Zhang, Yaojie; He, Mengxi; Wen, Danyan; Wang, Yudong - In: Journal of Forecasting 41 (2021) 3, pp. 633-652
Persistent link: https://www.econbiz.de/10012632587
Cover Image
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
Cover Image
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
Cover Image
Uncertainty and the predictability of stock returns
Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of Forecasting 41 (2021) 4, pp. 765-792
Persistent link: https://www.econbiz.de/10012808293
Cover Image
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model
Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng - In: Journal of Forecasting 37 (2018) 3, pp. 385-400
Persistent link: https://www.econbiz.de/10012081978
Cover Image
Forecasting US stock market volatility : How to use international volatility information
Zhang, Yaojie; Wang, Yudong; Ma, Feng - In: Journal of Forecasting 40 (2020) 5, pp. 733-768
Persistent link: https://www.econbiz.de/10012406762
Cover Image
Forecasting regular and extreme gold price volatility : The roles of asymmetry, extreme event, and jump
Li, Xiafei; Li, Dongxin; Zhang, Xuhui; Wei, Guiwu; Bai, Lan - In: Journal of Forecasting 40 (2021) 8, pp. 1501-1523
Persistent link: https://www.econbiz.de/10012535183