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Is implied volatility more informative for forecasting realized volatility : An international perspective
Liang, Chao; Wei, Yu; Zhang, Yaojie - In: Journal of Forecasting 39 (2020) 8, pp. 1253-1276
Persistent link: https://www.econbiz.de/10012272970
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Cryptocurrency volatility forecasting : A Markov regime‐switching MIDAS approach
Ma, Feng; Liang, Chao; Ma, Yuanhui; Wahab, M.I.M. - In: Journal of Forecasting 39 (2020) 8, pp. 1277-1290
Persistent link: https://www.econbiz.de/10012272975
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The information content of uncertainty indices for natural gas futures volatility forecasting
Liang, Chao; Ma, Feng; Wang, Lu; Zeng, Qing - In: Journal of Forecasting 40 (2021) 7, pp. 1310-1324
Persistent link: https://www.econbiz.de/10012535171