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Solving dynamic general equilibrium models using a second-order approximation to the policy function
Schmitt-Grohé, Stephanie - 2001
Persistent link: https://www.econbiz.de/10013423544
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Learning to live in a liquidity trap
Arifovic, Jasmina; Schmitt-Grohé, Stephanie; Uribe, Martín - In: Journal of economic dynamics & control 89 (2018), pp. 120-136
Persistent link: https://www.econbiz.de/10011973969
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Forecasting the real prices of crude oil under economic and statistical constraints
Wang, Yudong; Liu, Li; Diao, Xundi; Wu, Chongfeng - In: Energy economics 51 (2015), pp. 599-608
Persistent link: https://www.econbiz.de/10011565055
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Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
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Forecasting the real prices of crude oil using robust regression models with regularization constraints
Hao, Xianfeng; Zhao, Yuyang; Wang, Yudong - In: Energy economics 86 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012512193
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Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong; Hao, Xianfeng; Wu, Chongfeng - In: Journal of financial markets 53 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013271973
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Forecasting commodity prices out-of-sample : can technical indicators help?
Wang, Yudong; Liu, Li; Wu, Chongfeng - In: International journal of forecasting 36 (2020) 2, pp. 666-683
Persistent link: https://www.econbiz.de/10012415323
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Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan; Bu, Ruijun; Liu, Li; Wang, Yudong - In: Quantitative finance 20 (2020) 8, pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
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Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: International journal of forecasting 32 (2016) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447