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Building technical trading system with genetic programming : a new method to test the efficiency of Chinese stock markets

Qu, Hui (contributor); Li, Xindan (contributor) - In: Computational economics 43 (2014) 3, pp. 301-311

Persistent link: https://www.econbiz.de/10010258818

Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets

Qu, Hui; Duan, Qingling; Niu, Mengyi - In: Energy economics 74 (2018), pp. 767-776

Persistent link: https://www.econbiz.de/10011972967

Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models

Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76

Persistent link: https://www.econbiz.de/10011662756

Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures

Qu, Hui; Wang, Tianyang; Zhang, Yi; Sun, Pengfei - In: Pacific-Basin finance journal 57 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012170622

Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies

Qu, Hui; Zhang, Yi - In: Economic modelling 106 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013347668

Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity

Qu, Hui; Wang, Tianyang; Shangguan, Peng; He, Mengying - In: The journal of futures markets 44 (2024) 2, pp. 218-251

Persistent link: https://www.econbiz.de/10014475461

Multi-perspective investor attention and oil futures volatility forecasting

Qu, Hui; Li, Guo - In: Energy economics 119 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014279697

Predicting volatility based on interval regression models

Qu, Hui; He, Mengying - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-21

Considering the inferior volatility tracking capability of the point-data-based models, we propose using the more informative price interval data and building interval regression models for volatility forecasting. To characterize the heterogeneity of the market and the nonlinearity of...

Persistent link: https://www.econbiz.de/10014284403

A multi-objective programming approach to the optimisation of China's international container transport network

Cullinane, Kevin; Ji, Ping; Wang, T.-F. - In: International journal of transport economics 29 (2002) 2, pp. 181-199

Persistent link: https://www.econbiz.de/10001697344

The relationship between privatization and DEA estimates of efficiency in the container port industry

Cullinane, Kevin; Ji, Ping; Wang, Tengfei - In: Journal of economics & business 57 (2005) 5, pp. 433-462

Persistent link: https://www.econbiz.de/10003138783