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~accessRights:"restricted"
~isPartOf:"Australian economic papers"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~person:"Choi, Ji-Eun"
~person:"Degiannakis, Stavros"
~person:"Karathanasopoulos, Andreas"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"volatility forecasting"
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Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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2
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
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Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
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