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Trading volume and realized volatility forecasting : evidence from the China stock market

Liu, Min; Choo, Wei Chong; Lee, Chi-Chuan; Lee, Chien-Chiang - In: Journal of forecasting 42 (2023) 1, pp. 76-100

Persistent link: https://www.econbiz.de/10013465763

Liquidity indicators, early warning signals in banks, and financial crises

Chen, Ting-Hsuan; Lee, Chien-Chiang; Shen, Chung-hua - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013534104

Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form

ÇEKİN, S. Emre; Ivashchenko, Sergey; Gupta, Rangan; … - 2023

Recent research shows that time-varying volatility plays a crucial role in nonlinear modeling. Contributing to this literature, we suggest a DSGE-GARCH approach that allows for straightforward computation of DSGE models with time-varying volatility, where the volatility component is formulated...

Persistent link: https://www.econbiz.de/10014355460

The relationship between spot and futures oil prices : do structural breaks matter?

Chen, Pei-fen; Lee, Chien-Chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217

Persistent link: https://www.econbiz.de/10010504823

Volatility forecast of country ETF : the sequential information arrival hypothesis

Tseng, Tseng-Chan; Lee, Chien-Chiang; Chen, Mei-Ping - In: Economic modelling 47 (2015), pp. 228-234

Persistent link: https://www.econbiz.de/10011439071

The role of high-frequency data in volatility forecasting : evidence from the China stock market

Liu, Min; Lee, Chien-Chiang; Choo, Wei Chong - In: Applied economics 53 (2021) 22, pp. 2500-2526

Persistent link: https://www.econbiz.de/10012501284

Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting

Liu, Min; Lee, Chien-Chiang - In: Energy economics 103 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013364085

Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs

You, Wan-hai; Huang, Yuming; Lee, Chien-Chiang - In: Journal of forecasting 43 (2024) 2, pp. 473-489

Persistent link: https://www.econbiz.de/10014475363

Real-time forecast of DSGE models with time-varying volatility in GARCH form

Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014543555

The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models

Khan, Faridoon; Muhammadullah, Sara; Arshian Sharif; … - In: Energy economics 130 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014559200