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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

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

Forecasting crude oil volatility using the deep learning-based hybrid models with common factors

Yang, Ke; Hu, Nan; Tian, Fengping - 2024

Persistent link: https://www.econbiz.de/10015110666

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 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

Forecasting the oil futures price volatility : large jumps and small jumps

Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330

Persistent link: https://www.econbiz.de/10011972334

Volatility forecasting : long memory, regime switching and heteroscedasticity

Ma, Feng; Lu, Xinjie; Yang, Ke; Zhang, Yaojie - In: Applied economics 51 (2019) 38, pp. 4151-4163

Persistent link: https://www.econbiz.de/10012196974

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