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On a threshold heteroscedastic model
Chen, Cathy W. S.; So, Mike Ka-pui - In: International journal of forecasting 22 (2006) 1, pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
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Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.; Chen, Cathy W. S.; Gerlach, Richard - In: International journal of forecasting 28 (2012) 2, pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
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Forecasting global equity market volatilities
Zhang, Yaojie; Ma, Feng; Liao, Yin - In: International journal of forecasting 36 (2020) 4, pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
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Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
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Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng; Wang, Jiqian; Wahab, M. I. M.; Ma, Yuanhui - In: International journal of forecasting 39 (2023) 4, pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355