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Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar; Bagudu, Aliyu; Zhang, Qi - In: Journal of forecasting 42 (2023) 6, pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
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Forecasting using high-frequency data : a comparison of asymmetric financial duration models
Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Journal of forecasting 28 (2009) 5, pp. 317-386
Persistent link: https://www.econbiz.de/10003878583
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Forecasting using high-frequency data: a comparison of asymmetric financial duration models
Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Journal of forecasting 28 (2009) 5, pp. 371-386
Persistent link: https://www.econbiz.de/10008283815
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Does herding effect help forecast market volatility? : evidence from the Chinese stock market
Wang, Yide; Yu, Chao; Zhao, Xujie - In: Journal of forecasting 42 (2023) 5, pp. 1275-1290
Persistent link: https://www.econbiz.de/10014338876