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Volatility
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ECONIS (ZBW)
14
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1
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
Smales, Lee A.
;
O'Grady, Barry
;
Yang, Yi
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 710-716
Persistent link: https://www.econbiz.de/10010530036
Saved in:
2
The importance of belief dispersion in the response of gold futures to macroeconomic announcements
Smales, Lee A.
;
Yang, Yi
- In:
International review of financial analysis
41
(
2015
),
pp. 292-302
Persistent link: https://www.econbiz.de/10011508993
Saved in:
3
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
4
Bulls, bears and excess volatility : can currency intervention help?
Corrado, Luisa
(
contributor
);
Miller, Marcus
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003482531
Saved in:
5
Bulls, bears and excess volatility : can currency intervention help?
Corrado, Luisa
;
Miller, Marcus
;
Zhang, Lei
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 261-272
Persistent link: https://www.econbiz.de/10003542912
Saved in:
6
Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo
;
Zhang, Lei
-
2015
Persistent link: https://www.econbiz.de/10010533079
Saved in:
7
Exchange rate monitoring bands : theory and policy
Corrado, Luisa
(
contributor
);
Miller, Marcus
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661798
Saved in:
8
Exchange rate monitoring bands : theory and policy
Corrado, Luisa
-
2002
Persistent link: https://www.econbiz.de/10013423927
Saved in:
9
Modeling and forecasting return jumps using realized variation measures
Liu, Yi
;
Liu, Huifang
;
Zhang, Lei
- In:
Economic modelling
76
(
2019
),
pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
Saved in:
10
Analyzing firm reports for volatility prediction : a knowledge-driven text-embedding approach
Yang, Yi
;
Zhang, Kunpeng
;
Fan, Yangyang
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 522-540
Persistent link: https://www.econbiz.de/10013359104
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