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subject:"Risk measure"
~isPartOf:"International review of financial analysis"
~person:"Wang, Lu"
~subject:"ARCH model"
~subject:"Volatility forecasting"
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Wang, Lu
Ma, Feng
7
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Li, Yan
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Choudhry, Taufiq
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Do, Hung Xuan
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Lu, Fei
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Pick Schen Yip
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International review of financial analysis
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International review of economics & finance : IREF
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Applied economics letters
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information
Wang, Lu
;
Wu, Rui
;
Ma, WeiChun
;
Xu, Weiju
- In:
International review of financial analysis
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014465545
Saved in:
2
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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