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~person:"Qu, Hui"
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Search: subject:"heterogeneous autoregressive model"
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Qu, Hui
Busch, Thomas
5
Christensen, Bent Jesper
5
Nielsen, Morten Ørregaard
5
Audrino, Francesco
4
Knaus, Simon D.
3
Mammen, Enno
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Ben El Hadj Said, Imene
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Dokučaev, Nikolaj G.
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Fengler, Matthias R.
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Hamori, Shigeyuki
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Higashide, Takuo
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Liu, Chun
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Luong, Chuong
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Peng, Weijia
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Pham, Son Duy
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Bubák, Vít
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Chen, Mei-Ping
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Duan, Qingling
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Modeling realized volatility dynamics with a genetic algorithm
Qu, Hui
;
Ji, Ping
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 434-444
Persistent link: https://www.econbiz.de/10011580981
Saved in:
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