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Evaluating and improving GARCH-based volatility forecasts with range-based estimators

Hung, Jui-cheng; Lou, Tien-wei; Wang, Yi-hsien; Lee, Jun-de - In: Applied economics 45 (2013) 28/30, pp. 4041-4049

Persistent link: https://www.econbiz.de/10010345765

Estimating the import demand function for China

Wang, Yi-hsien; Lee, Jun-de - In: Economic modelling 29 (2012) 6, pp. 2591-2596

Persistent link: https://www.econbiz.de/10009673652

Evaluating and improving GARCH-based volatility forecasts with range-based estimators

Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De - In: Applied Economics 45 (2013) 28, pp. 4041-4049

This article investigates the feasibility of using range-based estimators to evaluate and improve Generalized Autoregressive Conditional Heteroscedasticity (GARCH)-based volatility forecasts due to their computational simplicity and readily availability. The empirical results show that daily...

Persistent link: https://www.econbiz.de/10010971321

Estimating the import demand function for China

Wang, Yi-Hsien; Lee, Jun-De - In: Economic modelling 29 (2012) 6, pp. 2591-2597

Persistent link: https://www.econbiz.de/10010032211

Evaluating and improving GARCH-based volatility forecasts with range-based estimators

Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De - In: Applied economics 45 (2013) 28, pp. 4041-4049

Persistent link: https://www.econbiz.de/10010056539

Hysteresis in unemployment revisited : evidence from panel LM unit root tests with heterogeneous structural breaks

Lee, Jun-de; Lee, Chien-chiang; Chang, Chun-ping - In: Bulletin of economic research 61 (2009) 4, pp. 325-334

Persistent link: https://www.econbiz.de/10003889105

A panel data analysis of the demand for total energy and electricity in OECD countries

Lee, Chien-chiang; Lee, Jun-de - In: The energy journal 31 (2010) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10008732334

Income and CO2 emissions: evidence from panel unit root and cointegration tests

Lee, Chien-chiang; Lee, Jun-de - In: Energy policy 37 (2009) 2, pp. 413-423

Persistent link: https://www.econbiz.de/10003813009

Is abnormally large volume a clue?

Lu, Tsung-Hsun; Lee, Jun-de - In: International journal of economics and finance 8 (2016) 9, pp. 226-233

Persistent link: https://www.econbiz.de/10011542131

Stock prices and the efficient market hypothesis : evidence from a panel stationary test with structural breaks

Lee, Chien-chiang; Lee, Jun-de; Lee, Chi-chuan - In: Japan and the world economy : international journal of … 22 (2010) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10009272711

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