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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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A new forecasting model for USD/CNY exchange rate
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10009656080
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Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen; Chen, Langnan - In: International journal of forecasting 36 (2020) 3, pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping; Yang, Ke; Chen, Langnan - In: Journal of forecasting 36 (2017) 4, pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
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Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen; Chen, Langnan - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 2, pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke; Tian, Fengping; Chen, Langnan; Li, Steven - In: International review of economics & finance : IREF 49 (2017), pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique
Wang, Shanshan; Chi, Guotai; Zhou, Ying; Chen, Li - In: The journal of risk model validation 17 (2023) 4, pp. 97-121
Persistent link: https://www.econbiz.de/10014485969
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Rural revitalization of China : a new framework, measurement and forecast
Geng, Yuqing; Liu, Liwen; Chen, Lingyan - In: Socio-economic planning sciences : the international … 89 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014434644
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Dynamic relational graph convolutional network for metro passenger flow forecasting
He, Bisheng; Zhu, Yongjun; D'Ariano, Andrea; Wen, Keyu; … - In: Operations research forum 4 (2023) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10014388692