Similar Search Results

Narrow search

Social media sentiment, model uncertainty, and volatility forecasting

Lehrer, Steven F.; Xie, Tian; Zhang, Xinyu - In: Economic modelling 102 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012796577

Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty

Qiu, Yue; Wang, Zongrun; Xie, Tian; Zhang, Xinyu - In: Journal of empirical finance 62 (2021), pp. 179-201

Persistent link: https://www.econbiz.de/10012693338

Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting

Gao, Ziwen; Lehrer, Steven F.; Xie, Tian; Zhang, Xinyu - In: Essays in honor of Subal Kumbhakar, (pp. 99-131). 2024

Persistent link: https://www.econbiz.de/10014559151

Spillovers from the oil market to other financial markets in the frequency domain : How important is quantitative easing?

Lyu, Yongjian; Zhang, Xinyu; Cao, Jin; Liu, Jiatao; Yang, Mo - 2022

Financialization has tightened the links between the oil market and other major financial markets, but their relationships remain poorly understood. In this paper, we quantify the heterogeneous return spillovers from the oil market to other major financial markets in the short, medium and long...

Persistent link: https://www.econbiz.de/10014238798

Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3

Lyu, Yongjian; Zhang, Xinyu; Cao, Jin; Liu, Jiatao; Yang, Mo - In: Journal of international money and finance 140 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014451417