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Forecasting exchange rate volatility using high-frequency data : is the euro different?

Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: International journal of forecasting 27 (2011) 4, pp. 1089-1107

Persistent link: https://www.econbiz.de/10009316871

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

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

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

Volatility forecasting in the Chinese commodity futures market with intraday data

Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173

Persistent link: https://www.econbiz.de/10011797006

Macroeconomic forecasts and commodity futures volatility

Ye, Wuyi; Guo, Ranran; Deschamps, Bruno; Jiang, Ying; … - In: Economic modelling 94 (2021), pp. 981-994

Persistent link: https://www.econbiz.de/10012695606

Professional macroeconomic forecasts and Chinese commodity futures prices

Ye, Wuyi; Guo, Ranran; Jiang, Ying; Liu, Xiaoquan; … - In: Finance research letters 28 (2019), pp. 130-136

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Short-selling restriction and return predictability : evidence from China

Jiang, Ying; Qiu, Jiayan; Sun, Qian - 2025

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Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model

Wang, Yuejing; Ye, Wuyi; Jiang, Ying; Liu, Xiaoquan - In: International review of financial analysis 92 (2024), pp. 1-16

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Financial uncertainty and stock market volatility

Jiang, Ying; Liu, Xiaoquan; Lu, Zhenyu - In: European financial management : the journal of the … 30 (2024) 3, pp. 1618-1667

Persistent link: https://www.econbiz.de/10014574142