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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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The change in stock-selection risk and stock market returns
Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
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Forecasting US stock market returns by the aggressive stock-selection opportunity
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Finance research letters 50 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014245366
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Forecasting realized range volatility : a regime-switching approach
Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
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Economic constraints and stock return predictability : a new approach
Zhang, Yaojie; Wei, Yu; Ma, Feng; Yi, Yongsheng - In: International review of financial analysis 63 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
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Forecasting house prices using dynamic model averaging approach : evidence from China
Wei, Yu; Cao, Yang - In: Economic modelling 61 (2017), pp. 147-155
Persistent link: https://www.econbiz.de/10011736819
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Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014239966
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Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei; Wei, Yu; Li, Xiafei; Liu, Yuntong - In: Energy economics 126 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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Jumps and oil futures volatility forecasting : a new insight
Ma, Feng; Liang, Chao; Zeng, Qing; Li, Haibo - In: Quantitative finance 21 (2021) 5, pp. 853-863
Persistent link: https://www.econbiz.de/10012500197