Narrow search
Showing 1 - 10 of 13
Cover Image
Forecasting international equity market volatility : a new approach
Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Cover Image
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng; Wahab, M. I. M.; Chevallier, Julien; Li, Ziyang - In: Journal of forecasting 42 (2023) 1, pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Cover Image
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of forecasting 41 (2022) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Cover Image
Which factors drive Bitcoin volatility : macroeconomic, technical, or both?
Wang, Jiqian; Ma, Feng; Bouri, Elie; Guo, Yangli - In: Journal of forecasting 42 (2023) 4, pp. 970-988
Persistent link: https://www.econbiz.de/10014292892
Cover Image
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
Cover Image
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang; He, Mengxi; Zhang, Yaojie; Umar, Muhammad - In: Journal of forecasting 42 (2023) 7, pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Cover Image
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing; Zhang, Yaojie; Wang, Yudong - In: Journal of forecasting 43 (2024) 3, pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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 (2022) 2, pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Cover Image
Forecasting realized volatility : the choice of window size
Feng, Yuqing; Zhang, Yaojie - In: Journal of forecasting 44 (2025) 2, pp. 692-705
Persistent link: https://www.econbiz.de/10015374077
Cover Image
Forecasting stock market returns with a lottery index : evidence from China
Zhang, Yaojie; Han, Qingxiang; He, Mengxi - In: Journal of forecasting 43 (2024) 5, pp. 1595-1606
Persistent link: https://www.econbiz.de/10015108414