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Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng; Wahab, M. I. M.; Huang, Dengshi; Xu, Weiju - In: Energy economics 67 (2017), pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
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Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan; Xu, Weiju; Huang, Dengshi; Li, Pan - In: International review of economics & finance : IREF 82 (2022), pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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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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Stock market volatility prediction : evidence from a new bagging model
Luo, Qin; Bu, Jinfeng; Xu, Weiju; Huang, Dengshi - In: International review of economics & finance : IREF 87 (2023), pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
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Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information
Wang, Lu; Wu, Rui; Ma, Weichun; Xu, Weiju - In: International review of financial analysis 89 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014465545