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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: Applied economics 55 (2023) 22, pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
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The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min; Lee, Chien-chiang; Choo, Wei Chong - In: Applied economics 53 (2021) 22, pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
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Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu; Ma, Feng; Zhang, Yaojie; Zuoping, Xiao - In: Applied economics 51 (2019) 49, pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
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Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen; Gao, Qiujin; Li, Matthew C. - In: Applied economics 55 (2023) 54, pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
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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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Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.; McMillan, David G. - In: Applied economics 48 (2016) 13/15, pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
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Forecasting the volatility of the German stock market : new evidence
Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li; Ma, Feng; Zeng, Qing; Zhang, Yaojie - In: Applied economics 52 (2020) 32, pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945