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Improve volatility forecasting with realized semivariance-evidences from intra-day large data sets in Chinese

Yin, Lianqian; Liu, Bo; Du, Zhen - In: International journal of economics and finance 6 (2014) 12, pp. 64-70

Persistent link: https://www.econbiz.de/10010460882

Oil price dynamics and airline earnings predictability

Wang, Huabing; Gao, Xiang - In: Journal of air transport management 87 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012291820

The Effects of national fundamental factors on regional house prices : a factor-augmented VAR analysis

Gao, Xiang; Kong, Wen; Hu, Zhijun - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-19

Using panel data from 30 regions in China during the period 1999:01-2020:12, this paper evaluates the effects of national fundamentals affecting the movement of regional house prices by estimating a factor-augmented VAR model. We construct and examine a hypothesis that national fundamentals...

Persistent link: https://www.econbiz.de/10013370471

Forecasting European stock volatility : the role of the UK

Gao, Jun; Gao, Xiang; Gu, Chen - In: International review of financial analysis 89 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014464832

The idiosyncratic volatility of volatility effect in the A-share market : an interpretation based on heterogeneous variance beliefs

Hu, Zhijun; Gao, Xiang; Ling, Aifan - In: Finance research letters 75 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015407779