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Volatility forecasting with an extended GARCH-MIDAS approach
Li, Xiongying; Ye, Cheng; Bhuiyan, Miraj Ahmed; Huang, … - In: Journal of forecasting 43 (2024) 1, pp. 24-39
Persistent link: https://www.econbiz.de/10014443182
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Measuring multi-volatility states of financial markets based on multifractal clustering model
Huang, Xun; Tang, Huiyue - In: Journal of forecasting 41 (2022) 3, pp. 422-434
Persistent link: https://www.econbiz.de/10013166151
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A model sufficiency test using permutation entropy
Huang, Xin; Shang, Han Lin; Pitt, David C. - In: Journal of forecasting 41 (2022) 5, pp. 1017-1036
Persistent link: https://www.econbiz.de/10013287897
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Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination
Dunis, C.L.; Huang, X. - In: Journal of forecasting 21 (2002) 5, pp. 317-354
Persistent link: https://www.econbiz.de/10006893973
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Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar; Bagudu, Aliyu; Zhang, Qi - In: Journal of forecasting 42 (2023) 6, pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932