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Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun; Hwang, Sun Young; Kim, Jong-Min; Kim, Sahm - In: Applied economics 55 (2023) 3, pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Out-of-sample realized volatility forecasting : does the support vector regression compete combination methods
Zhang, Gaoxun; Qiao, Gaoxiu - In: Applied economics 53 (2021) 19, pp. 2192-2205
Persistent link: https://www.econbiz.de/10012501131
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Volatility forecasting by quantile regression
Huang, Alex - In: Applied economics 44 (2012) 4/6, pp. 423-433
Persistent link: https://www.econbiz.de/10009530201
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An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Zhu, Huiming; Guo, Yawei; You, Wan-hai - In: Applied economics 47 (2015) 55/57, pp. 6055-6074
Persistent link: https://www.econbiz.de/10011381017
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Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 48 (2016) 16/18, pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression
Zhu, Huiming; Tang, Yueli; Guo, Peng - In: Applied economics 49 (2017) 9, pp. 886-902
Persistent link: https://www.econbiz.de/10011811073
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Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming; Huang, Rui; Wang, Ningli; Hau, Liya - In: Applied economics 52 (2020) 21, pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
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Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Applied economics 54 (2022) 50, pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
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Forecasting international bandwidth capacity using linear and ANN methods
Madden, Gary; Tan, Joachim - In: Applied economics 40 (2008) 13/15, pp. 1775-1787
Persistent link: https://www.econbiz.de/10003743399