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The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Ma, Feng; Zhang, Yaojie; Wahab, M. I. M.; Lai, Xiaodong - In: Journal of Forecasting 38 (2019) 5, pp. 400-414
Persistent link: https://www.econbiz.de/10012082030
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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
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Is implied volatility more informative for forecasting realized volatility : An international perspective
Liang, Chao; Wei, Yu; Zhang, Yaojie - In: Journal of Forecasting 39 (2020) 8, pp. 1253-1276
Persistent link: https://www.econbiz.de/10012272970
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Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index
Wei, Yu; Bai, Lan; Yang, Kun; Wei, Guiwu - In: Journal of Forecasting 40 (2020) 1, pp. 17-39
Persistent link: https://www.econbiz.de/10012272980
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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