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The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu; Teng, Yuxin; Xu, Yanyan; Wang, Lu - In: Applied economics 52 (2020) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
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Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
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Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
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Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
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Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Wang, Lu; Zhao, Chenchen; Liang, Chao; Jiu, Song - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
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Crude oil volatility index forecasting : new evidence based on positive and negative jumps from Chinese stock market
Qiao, Gaoxiu; Ma, Xuekun; Jiang, Gongyue; Wang, Lu - In: International review of economics & finance : IREF 92 (2024), pp. 415-437
Persistent link: https://www.econbiz.de/10014534917
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More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014552793