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Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Applied economics 54 (2022) 50, pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
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Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie; He, Mengxi; Wen, Danyan; Wang, Yudong - In: Journal of forecasting 41 (2022) 3, pp. 633-652
Persistent link: https://www.econbiz.de/10013166172