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Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe; Wang, Chao - In: Journal of forecasting 42 (2023) 7, pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
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A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao; Gerlach, Richard - In: Journal of forecasting 43 (2024) 1, pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
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Hybrid forecasting of crude oil volatility index : the cross-market effects of stock market jumps
Jiang, Gongyue; Qiao, Gaoxiu; Wang, Lu; Ma, Feng - In: Journal of forecasting 43 (2024) 6, pp. 2378-2398
Persistent link: https://www.econbiz.de/10015110456
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Forecasting Chinese crude oil futures volatility : new evidence based on dual feature processing of large-scale variables
Qiao, Gaoxiu; Pan, Yijun; Liang, Chao; Wang, Lu; Wang, … - In: Journal of forecasting 43 (2024) 7, pp. 2495-2521
Persistent link: https://www.econbiz.de/10015110480