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~person:"Yang, Ke"
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Volatility
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3
Rohstoffderivat
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Agricultural commodity futures
2
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realized volatility
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2000-2008
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Aktienindex
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Yang, Ke
Huang, Zhen
45
Chen, Lurong
32
Chen, Langnan
25
Chen, L.
19
Chen, Lin
16
Chen, Li
14
Gao, Weiwei
14
Chen, Lijian
12
Chen, Lihua
10
Chen, Liming
10
De Lombaerde, Philippe
9
Li, Wanli
9
Chen, Lei
7
Chen, Liang
7
Kimura, Fukunari
7
Niu, Baozhuang
7
Cuyvers, Ludo
6
Chen, Lianghua
5
Hasan, Rana
5
Li, Steven
5
Luo, Jiawen
5
Chen, Linna
4
Chen, Long
4
Tian, Fengping
4
Cai, Zongwu
3
Chen, Lanlan
3
Chen, Lingen
3
Chen, Liying
3
Cooke, Fang Lee
3
Fang, Ying
3
Filipović, Damir
3
Han, Dong
3
Ji, Libin
3
Jiang, Yi
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Liu, Qiurui
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Mu, Zihao
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Qiao, Xinqi
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Journal of forecasting
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International journal of forecasting
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International review of economics & finance : IREF
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International review of finance
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ECONIS (ZBW)
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1
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Saved in:
2
Realized volatility forecast : structural breaks, long memory, asymmetry, and day-of-the-week effect
Yang, Ke
;
Chen, Langnan
- In:
International review of finance
14
(
2014
)
3
,
pp. 345-392
Persistent link: https://www.econbiz.de/10011569547
Saved in:
3
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
Saved in:
4
Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke
;
Tian, Fengping
;
Chen, Langnan
;
Li, Steven
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
Saved in:
5
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Saved in:
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