Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: International journal of forecasting 32 (2016) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Cover Image
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie; He, Mengxi; Wang, Yudong; Liang, Chao - In: International journal of forecasting 39 (2023) 3, pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Cover Image
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
Cover Image
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Cover Image
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie; Wahab, M. I. M.; Wang, Yudong - In: International journal of forecasting 39 (2023) 1, pp. 486-502
Persistent link: https://www.econbiz.de/10014462793