Narrow search
Showing 1 - 7 of 7
Cover Image
Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Cover Image
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping; Yang, Ke; Chen, Langnan - In: Journal of forecasting 36 (2017) 4, pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
Cover Image
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.; Wu, Junxiang; Zhang, Zhaoyong; Zheng, … - In: Journal of forecasting 42 (2023) 5, pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
Cover Image
Price-dividend ratios and stock price predictability
Wu, Jyh-lin; Hu, Yu-hau - In: Journal of forecasting 31 (2012) 5, pp. 423-442
Persistent link: https://www.econbiz.de/10009582113
Cover Image
Price-dividend ratios and stock price predictability
Wu, Jyh-lin; Hu, Yu-hau - In: Journal of forecasting 31 (2012) 5, pp. 423-442
Persistent link: https://www.econbiz.de/10009582114
Cover Image
Portfolio management based on a reinforcement learning framework
Wu, Junfeng; Li, Yaoming; Wenqing, Tan; Chen, Yun - In: Journal of forecasting 43 (2024) 7, pp. 2792-2808
Persistent link: https://www.econbiz.de/10015110562
Cover Image
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158
Persistent link: https://www.econbiz.de/10014443191