Narrow search
Showing 1 - 10 of 33
Cover Image
Revealing future prospects without forecasts : the case of accelerating material contract filings
Li, Edward X. - In: The accounting review : a publication of the American … 88 (2013) 5, pp. 1769-1804
Persistent link: https://www.econbiz.de/10010200145
Cover Image
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Cover Image
The UK consumption function and structural instability : improving forecasting performance using a time-varying parameter approach
Song, Haiyan - In: Applied economics 30 (1998) 7, pp. 975-983
Persistent link: https://www.econbiz.de/10001244727
Cover Image
Volatility Modeling and Prediction : The Role of Price Impact
Jiang, Ying - 2018
In this paper, we are interested in exploring the role of price impact, derived from the order book, in modeling and predicting stock volatility. This is motivated by the microstructure literature that focuses on the mechanics of price formation and its relevance to market quality. Using a...
Persistent link: https://www.econbiz.de/10012913968
Cover Image
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun; Liu, Xiaoquan; Wen, Conghua - In: Journal of forecasting 42 (2023) 7, pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Cover Image
Bond return predictability : macro factors and machine learning methods
Jiang, Ying; Liu, Xiaoquan; Liu, Yirong; Zhu, Fumin - In: European financial management : the journal of the … 30 (2024) 5, pp. 2596-2627
Persistent link: https://www.econbiz.de/10015142089
Cover Image
Markov chain analysis and prediction on the fluctuation cycle of vegetable price
Zhu, Xiaoxia; Liu, Xueling; Bao, Lichun; Xu, Xiuquan - 2013
Persistent link: https://www.econbiz.de/10010190434
Cover Image
Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying; Liu, Xiaoquan; Ye, Wuyi - In: Applied economics letters 22 (2015) 1/3, pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
Cover Image
Hidden Markov model for municipal waste generation forecasting under uncertainties
Jiang, P.; Liu, X. - In: European journal of operational research : EJOR 250 (2016) 2, pp. 639-651
Persistent link: https://www.econbiz.de/10011441731
Cover Image
Unified tests for a dynamic predictive regression
Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - 2018
Persistent link: https://www.econbiz.de/10011965817