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Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modle

Xie, Haibin - 2009

When trading, investors make decisions based on not only the security and market variances but also the technical price range. However, academic literature investigating its properties is scarce. Better understandings of this risk measurement candidate are supposed to provide guidance for...

Persistent link: https://www.econbiz.de/10013154578

Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty

Qiu, Yue; Wang, Zongrun; Xie, Tian; Zhang, Xinyu - In: Journal of empirical finance 62 (2021), pp. 179-201

Persistent link: https://www.econbiz.de/10012693338

Social media sentiment, model uncertainty, and volatility forecasting

Lehrer, Steven F.; Xie, Tian; Zhang, Xinyu - In: Economic modelling 102 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012796577

Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting

Gao, Ziwen; Lehrer, Steven F.; Xie, Tian; Zhang, Xinyu - In: Essays in honor of Subal Kumbhakar, (pp. 99-131). 2024

Persistent link: https://www.econbiz.de/10014559151

Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3

Lyu, Yongjian; Zhang, Xinyu; Cao, Jin; Liu, Jiatao; Yang, Mo - In: Journal of international money and finance 140 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014451417