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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various risk measures
Wang, Qiyu; Huang, Wenli; Wu, Xin; Zhang, Chao - In: Finance research letters 29 (2019), pp. 239-244
Persistent link: https://www.econbiz.de/10012418788
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Economic uncertainty and time-varying return predictability
Liu, Li - In: Finance research letters 68 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015063722
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Machine learning approaches for constructing the national anti-money laundering index
Zhang, Guike; Gao, Zengan; Dong, June; Mei, Dexiang - In: Finance research letters 52 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014472101
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Quantile prediction for Bitcoin returns using financial assets' realized measures
Kawakami, Tabito - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014473030
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Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick; Reh, Laura - In: Finance research letters 56 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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Impactful messaging : elite sentiment in Chinese new energy vehicle vs machine learning perspective
Gong, Xingyue; Jia, Guozhu - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014526661