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He, Mengxi
3
Zhang, Yaojie
3
Wang, Yudong
2
Wen, Danyan
2
Hao, Xianfeng
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Meng, Fanyi
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Journal of Forecasting
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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
(
2021
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012632572
Saved in:
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
(
2021
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10012632587
Saved in:
3
Forecasting stock return volatility using a robust regression model
He, Mengxi
;
Hao, Xianfeng
;
Zhang, Yaojie
;
Meng, Fanyi
- In:
Journal of Forecasting
40
(
2021
)
8
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10012535181
Saved in:
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