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Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model
Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng - In: Journal of Forecasting 37 (2018) 3, pp. 385-400
Persistent link: https://www.econbiz.de/10012081978
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Forecasting aggregate market volatility : The role of good and bad uncertainties
Liu, Li; Wang, Yudong - In: Journal of Forecasting 40 (2020) 1, pp. 40-61
Persistent link: https://www.econbiz.de/10012272978
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What can we learn from the return predictability over the business cycle?
Liu, Li; Pan, Zhiyuan; Wang, Yudong - In: Journal of Forecasting 40 (2020) 1, pp. 108-131
Persistent link: https://www.econbiz.de/10012272983
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Forecasting US stock market volatility : How to use international volatility information
Zhang, Yaojie; Wang, Yudong; Ma, Feng - In: Journal of Forecasting 40 (2020) 5, pp. 733-768
Persistent link: https://www.econbiz.de/10012406762
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Uncertainty and the predictability of stock returns
Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of Forecasting 41 (2021) 4, pp. 765-792
Persistent link: https://www.econbiz.de/10012808293
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Forecasting realized volatility of Chinese stock market : A simple but efficient truncated approach
Wen, Danyan; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Journal of Forecasting 41 (2021) 2, pp. 230-251
Persistent link: https://www.econbiz.de/10012632572
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Forecasting Bitcoin volatility : A new insight from the threshold regression model
Zhang, Yaojie; He, Mengxi; Wen, Danyan; Wang, Yudong - In: Journal of Forecasting 41 (2021) 3, pp. 633-652
Persistent link: https://www.econbiz.de/10012632587
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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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Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index
Wei, Yu; Bai, Lan; Yang, Kun; Wei, Guiwu - In: Journal of Forecasting 40 (2020) 1, pp. 17-39
Persistent link: https://www.econbiz.de/10012272980
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Forecasting regular and extreme gold price volatility : The roles of asymmetry, extreme event, and jump
Li, Xiafei; Li, Dongxin; Zhang, Xuhui; Wei, Guiwu; Bai, Lan - In: Journal of Forecasting 40 (2021) 8, pp. 1501-1523
Persistent link: https://www.econbiz.de/10012535183