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High-frequency exchange rate forecasting

Cai, Charlie X.; Zhang, Qi - In: European financial management : the journal of the … 22 (2016) 1, pp. 120-141

Persistent link: https://www.econbiz.de/10011438282

Stock index return forecasting : the information of the constituents

Cai, Charlie X.; Kyaw, Khine; Zhang, Qi - In: Economics letters 116 (2012) 1, pp. 72-74

Persistent link: https://www.econbiz.de/10009632769

Forecasting using high-frequency data : a comparison of asymmetric financial duration models

Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Journal of forecasting 28 (2009) 5, pp. 317-386

Persistent link: https://www.econbiz.de/10003878583

FARVaR : functional autoregressive value-at-risk

Cai, Charlie X.; Kim, Minjoo; Shin, Yongcheol; Zhang, Qi - In: Journal of financial econometrics 17 (2019) 2, pp. 284-337

Persistent link: https://www.econbiz.de/10012054445

Fama-French three versus five, which model is better? : a machine learning approach

Diallo, Boubacar; Bagudu, Aliyu; Zhang, Qi - In: Journal of forecasting 42 (2023) 6, pp. 1461-1475

Persistent link: https://www.econbiz.de/10014338932

Forecasting law enforcement frequency of internet+ coal mine safety supervision

Long, Yuzhen; Yang, Chunli; Li, Xianchun; Lu, Weidong; … - In: International journal of energy sector management 18 (2024) 4, pp. 789-811

Persistent link: https://www.econbiz.de/10014550804

The central bank in market efficiency : the case of Taiwan

Chen, Pei-wen; Huang, Han-Ching; Su, Yong-chern - In: Pacific-Basin finance journal 29 (2014), pp. 239-260

Persistent link: https://www.econbiz.de/10010495711

A comparison of predictability of exchange rates between G7 and Asian developing countries : potential impact of government intervention

Su, Yuli; Yip, Yewmun - In: Global business & economics review 3 (2001) 2, pp. 233-257

Persistent link: https://www.econbiz.de/10001652000

Forecasting Using High-Frequency Data : A Comparison of Asymmetric Financial Duration Models

Zhang, Qi - 2010

The first purpose of this paper is to assess the short-run forecasting capabilities of two competing financial duration models. The forecast performance of the Autoregressive Conditional Multinomial–Autoregressive Conditional Duration (ACM-ACD) model is better than the Asymmetric...

Persistent link: https://www.econbiz.de/10013137525