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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
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Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming; Xu, Qing - In: Applied financial economics 18 (2008) 1/3, pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
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Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices
Buhr, Klaus E.; Li, Xiaoming; Rose, Lawrence Craig - 2005
Persistent link: https://www.econbiz.de/10003332229
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A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Zhang, Junting; Liu, Haifei; Bai, Wei; Li, Xiaojing - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-34
Persistent link: https://www.econbiz.de/10014445634
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A collaborative model for predictive maintenance of after-sales equipment based on digital twin
Li, Xiao; Liang, Hongfei; Chen, Yuchen; Ruan, Yuanpeng; … - In: European journal of industrial engineering : EJIE 17 (2023) 5, pp. 795-831
Persistent link: https://www.econbiz.de/10014391529
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Risk-neutral skewness and stock market returns : a time-series analysis
Li, Xiaowei; Wu, Zhengyu; Zhang, Hao; Zhang, Lu - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014491948
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Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market
Jian, Zhihong; Li, Xupei; Zhu, Zhican - In: Pacific-Basin finance journal 64 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012493928
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The role of news sentiment in oil futures returns and volatility forecasting : data-decomposition based deep learning approach
Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Energy economics 95 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012816879
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Battle damage-oriented spare parts forecasting method based on wartime influencing factors analysis and ε-support vector regression
Li, Xiong; Zhao, Xiaodong; Pu, Wei - In: International journal of production research 58 (2020) 4, pp. 1178-1198
Persistent link: https://www.econbiz.de/10012194049
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Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan; Gong, Xue; Ge, Futing; Huang, Jingjing - In: International review of economics & finance : IREF 90 (2024), pp. 123-135
Persistent link: https://www.econbiz.de/10014446892