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Forecasting the Artificial Intelligence index returns : a hybrid approach

Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012692569

Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China

Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53

Persistent link: https://www.econbiz.de/10012241621

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

Pricing basket spread options with default risk under Heston-Nandi GARCH models

Wang, Xingchun; Zhang, Han - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013413519

Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?

Zhang, Yue-jun; Zhang, Han - In: The energy journal 44 (2023) 1, pp. 175-193

Persistent link: https://www.econbiz.de/10013542058

A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting

Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-23

Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability, and the development of the artificial intelligence industry. To provide investors with a more reliable reference in terms of artificial intelligence index investment,...

Persistent link: https://www.econbiz.de/10014289091

An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange

Bouri, Elie - In: Review of economic and business studies 4 (2011) 2, pp. 259-271

Persistent link: https://www.econbiz.de/10009736555

On the return-volatility relationship in the Bitcoin market around the price crash of 2013

Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2016

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. They test if...

Persistent link: https://www.econbiz.de/10011539994

Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis

Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598

Persistent link: https://www.econbiz.de/10011565043

On the dynamic transmission of mean and volatility across the Arab stock markets

Bouri, Elie; Azzi, Georges - In: Journal of emerging market finance 13 (2014) 3, pp. 279-304

Persistent link: https://www.econbiz.de/10010492029