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ECONIS (ZBW)
64
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1
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
2
Improving forecasting performance of realized covariance with extensions of HAR-RCOV model : statistical significance and economic value
Zhang, Yaojie
;
Wei, Yu
;
Liu, Li
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1425-1438
Persistent link: https://www.econbiz.de/10012194796
Saved in:
3
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
4
Forecasting oil price volatility : forecast combination versus shrinkage method
Zhang, Yaojie
;
Wei, Yu
;
Zhang, Yi
;
Jin, Daxiang
- In:
Energy economics
80
(
2019
),
pp. 423-433
Persistent link: https://www.econbiz.de/10012173653
Saved in:
5
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
Saved in:
6
Improved approximation algorithms for some min-max postmen cover problems with applications to the min-max subtree cover
Wei, Yu
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
1
,
pp. 135-157
Persistent link: https://www.econbiz.de/10014227389
Saved in:
7
Dynamic order acceptance and scheduling problem with sequence-dependent setup time
Xu, Lei
;
Wang, Qian
;
Huang, Simin
- In:
International journal of production research
53
(
2015
)
19
,
pp. 5797-5808
Persistent link: https://www.econbiz.de/10011420855
Saved in:
8
A multi-period order allocation model of two-echelon logistics service supply chain based on inequity aversion theory
Liu, Weihua
;
Liang, Zhicheng
;
Liu, Yang
;
Wang, Yijia
; …
- In:
International journal of shipping and transport …
7
(
2015
)
2
,
pp. 197-220
Persistent link: https://www.econbiz.de/10011405477
Saved in:
9
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
-
2016
Persistent link: https://www.econbiz.de/10012200984
Saved in:
10
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
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