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A New Forecasting Model for USD/CNY Exchange Rate

Cai, Zongwu - 2010

This paper models the return series of USD/CNY exchange rate by considering the conditional mean and conditional volatility simultaneously. An index type functional-coefficient model is adopted to model the conditional mean part and a GARCH type model with a policy dummy variable is applied to...

Persistent link: https://www.econbiz.de/10013139722

Dynamic relational graph convolutional network for metro passenger flow forecasting

He, Bisheng; Zhu, Yongjun; D'Ariano, Andrea; Wen, Keyu; … - In: Operations research forum 4 (2023) 4, pp. 1-27

Persistent link: https://www.econbiz.de/10014388692

A new forecasting model for USD/CNY exchange rate

Cai, Zongwu; Chen, Linna; Fang, Ying - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10009656080

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

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

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

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

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

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

Real-time macroeconomic projection using narrative central bank communication

Lin, Jianhao; Fan, Jiacheng; Zhang, Yifan; Chen, Liangyuan - In: Journal of applied econometrics 38 (2023) 2, pp. 202-221

Persistent link: https://www.econbiz.de/10014287965