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Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun; Lin, Jia-Juan - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
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The impact of institutional analyst forecast divergence on crude oil market : evidence from the mixed frequency models
Zhang, Yuan-Yuan; Zhang, Yue-jun - In: International review of financial analysis 84 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013472894