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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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Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei; Golosnoy, Vasyl; Titova, Anna - In: International journal of forecasting 36 (2020) 3, pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
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Predictive regressions under asymmetric loss : factor augmentation and model selection
Demetrescu, Matei; Hacıoǧlu Hoke, Sinem - In: International journal of forecasting 35 (2019) 1, pp. 80-99
Persistent link: https://www.econbiz.de/10012300579
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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
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(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei; Salish, Nazarii - In: International journal of forecasting 40 (2024) 2, pp. 840-854
Persistent link: https://www.econbiz.de/10014547211