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Volatility forecasting for crude oil based on text information and deep learning PSO-LSTM model
Jiao, Xingrui; Song, Yuping; Kong, Yang; Tang, Xiaolong - In: Journal of forecasting 41 (2022) 5, pp. 933-944
Persistent link: https://www.econbiz.de/10013287887
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Nonparametric estimation for second-order jump-diffusion model in high frequency data
Song, Yuping - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 1033-1063
Persistent link: https://www.econbiz.de/10012509634
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Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping; Hou, Weijie; Zhou, Shengyi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping; Lei, Bolin; Tang, Xiaolong; Li, Chen - In: Journal of forecasting 43 (2024) 3, pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
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On forecasting realized volatility for bitcoin based on deep learning PSO-GRU model
Tang, Xiaolong; Song, Yuping; Jiao, Xingrui; Sun, Yankun - In: Computational economics 63 (2024) 5, pp. 2011-2033
Persistent link: https://www.econbiz.de/10014550858
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Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun; Hou, Weijie; Song, Yuping - In: Economic modelling 119 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
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Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu; Song, Yuping - In: International journal of financial engineering 10 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
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Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping; Li, Zhenwei; Ma, Zhiren; Sun, Xiaoyu - In: Journal of forecasting 42 (2023) 5, pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
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The impact of contagion effects of media reports, investors' sentiment and attention on the stock market based on HAR-RV model
Lei, Bolin; Song, Yuping - In: International journal of financial engineering 10 (2023) 2, pp. 1-54
Persistent link: https://www.econbiz.de/10014304249
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Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping; Tang, Xiaolong; Wang, Hemin; Ma, Zhiren - In: Journal of forecasting 42 (2023) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10013465760