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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 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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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