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Time‐varying parameter realized volatility models
Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng - In: Journal of forecasting 36 (2017) 5, pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
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Forecasting in turbulent times
Giannellis, Nikolaos; Hall, Stephen G.; Kouretas, … - In: Journal of forecasting 43 (2024) 4, pp. 819-826
Persistent link: https://www.econbiz.de/10014554031
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Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie; Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 43 (2024) 2, pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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Advances in forecasting : an introduction in light of the debate on inflation forecasting
Banerjee, Anindya; Hall, Stephen G.; Kouretas, Georgios P. - In: Journal of forecasting 42 (2023) 3, pp. 455-463
Persistent link: https://www.econbiz.de/10014292203
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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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Uncertainty and the predictability of stock returns
Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of forecasting 41 (2022) 4, pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
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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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The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: Journal of forecasting 43 (2024) 4, pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
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Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771