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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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Clickstream data and inventory management : model and empirical analysis
Huang, Tingliang; Van Mieghem, Jan A. - In: Production and operations management : an international … 23 (2014) 3, pp. 333-347
Persistent link: https://www.econbiz.de/10010355691
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More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
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Volatility of volatility and vix forecasting : new evidence based on jumps, the short-term and long-term volatility
Qiao, Gaoxiu; Cui, Wanmei; Zhou, Yijie; Liang, Chao - In: The journal of futures markets 45 (2025) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10015376387
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Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
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The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
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Forecasting the volatility of the German stock market : new evidence
Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu; Huang, Yisu; Liang, Chao; Umar, Muhammad - In: Energy economics 110 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
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A new momentum measurement in the Chinese stock market
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Pacific-Basin finance journal 73 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
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News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan; Liang, Chao; Li, Yan; Toan Luu Duc Huynh - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463167