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Forecasting crude oil prices :...
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Journal of forecasting
Energy economics
49
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26
Finance research letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
22
International review of financial analysis
21
Journal of business research : JBR
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International review of economics & finance : IREF
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Technological forecasting & social change : an international journal
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Journal of Forecasting
11
Physica A: Statistical Mechanics and its Applications
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International journal of forecasting
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International journal of production research
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Journal of empirical finance
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LISS 2012 ; Vol. 2
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China finance review international
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Economics letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of logistics : research and applications
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Journal of retailing and consumer services
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Transportation research / E : an international journal
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Business strategy and the environment
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China economic review : an international journal
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1
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
Saved in:
2
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
3
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
Saved in:
4
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
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5
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
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6
Forecasting stock returns with industry volatility concentration
Zhang, Yaojie
;
He, Mengxi
;
Zhang, Zhikai
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2705-2730
Persistent link: https://www.econbiz.de/10015110540
Saved in:
7
Forecasting chinese stock market volatility with volatilities in bond markets
Lei, Likun
;
He, Mengxi
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Journal of forecasting
44
(
2025
)
2
,
pp. 547-555
Persistent link: https://www.econbiz.de/10015374064
Saved in:
8
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
9
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
10
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
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