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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

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

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

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

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

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

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

Impact of corrections for dynamic selection bias on forecasts of retention behavior

Li, Yang; Mayer, Walter J. - In: Journal of Forecasting 26 (2007) 8, pp. 571-582

We investigate the impact of corrections for dynamic selection bias on forecasting accuracy in a multi-period stay|leave model. While corrections for selection bias are needed for consistent coefficient estimates, they do not necessarily produce more accurate forecasts than uncorrected...

Persistent link: https://www.econbiz.de/10005596939