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FORECASTING: EXPECTATIONS, INT...
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61
Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
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62
Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns
Liang, Chao
;
Xu, Yongan
;
Wang, Jianqiong
;
Yang, Mo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013426479
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63
News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan
;
Liang, Chao
;
Li, Yan
;
Toan Luu Duc Huynh
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463167
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64
Forecasting
models for the Chinese macroeconomy in a data-rich environment : evidence from large dimensional approximate factor models with mixed-frequency data
Zhang, Qin
;
Ni, He
;
Xu, Hao
- In:
Accounting and finance
63
(
2023
)
1
,
pp. 719-767
Persistent link: https://www.econbiz.de/10014301589
Saved in:
65
Volatility
forecasting
using intraday information with the CARR models for the China stock markets
Wu, Chun-Chou
;
Xu, Wen
- In:
Asia-Pacific journal of accounting & economics : …
30
(
2023
)
4
,
pp. 912-929
Persistent link: https://www.econbiz.de/10014319629
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66
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk : JOR
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
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67
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
Saved in:
68
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
69
Predicting Chinese consumption series with Baidu
Song, Zhongchen
;
Coupé, Tom
- In:
Journal of Chinese economic and business studies
21
(
2023
)
3
,
pp. 429-463
Persistent link: https://www.econbiz.de/10014373516
Saved in:
70
Forecasting
stock closing prices with an application to airline company data
Xu, Xu
;
Zhang, Yixiang
;
McGrory, Clare Anne
;
Wu, Jinran
; …
- In:
Data science and management : DSM
6
(
2023
)
4
,
pp. 239-246
Forecasting
stock market movements is a challenging task from the practitioners' point of view. We explore how model …
Persistent link: https://www.econbiz.de/10014518025
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