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The impact of the opening up to the b-share markets on the integration of Chinese stock markets
Chen, Langnan; Li, Steven; Lin, Weibin - In: Asia-Pacific financial markets : integration, …, (pp. 95-116). 2008
Persistent link: https://www.econbiz.de/10003603067
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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
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke; Tian, Fengping; Chen, Langnan; Li, Steven - In: International review of economics & finance : IREF 49 (2017), pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen; Chen, Langnan - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 2, pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
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The asymmetric effect of volatility spillover in global virtual financial asset markets : the case of Bitcoin
Dong, Hao; Chen, Liming; Zhang, Xinyi; Failler, Pierre; … - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1293-1311
Persistent link: https://www.econbiz.de/10012211636
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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
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Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen; Chen, Langnan - In: International journal of forecasting 36 (2020) 3, pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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Volatility dependences of stock markets with structural breaks
Luo, Jiawen; Chen, Langnan - In: The European journal of finance 24 (2018) 17, pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100