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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
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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
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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
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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