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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke; Tian, Fengping; Chen, Langnan; Li, Steven - In: International review of economics & finance : IREF 49 (2017), pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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Realized volatility forecast : structural breaks, long memory, asymmetry, and day-of-the-week effect
Yang, Ke; Chen, Langnan - In: International review of finance 14 (2014) 3, pp. 345-392
Persistent link: https://www.econbiz.de/10011569547
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A quantile regression approach to panel data analysis of health care expenditure in OECD countries
Tian, Fengping; Gao, Jiti; Yang, Ke - 2016
Persistent link: https://www.econbiz.de/10011781824
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Realized Volatility Forecast of Stock Index Under Structural Breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of Forecasting 34 (2015) 1, pp. 57-82
ABSTRACT We investigate the realized volatility forecast of stock indices under the structural breaks. We utilize a pure multiple mean break model to identify the possibility of structural breaks in the daily realized volatility series by employing the intraday high‐frequency data of the...
Persistent link: https://www.econbiz.de/10011161016
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The effectiveness of joint intervention on the yen/US dollar exchange rate
Chen, Langnan; Huang, Xun - In: Applied economics letters 15 (2008) 4/6, pp. 375-378
Persistent link: https://www.econbiz.de/10003727367
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The impact of the opening up to the b-share markets on the integration of Chinese stock markets
Chen, Langnan; Li, Steven; Lin, Weibin - In: Asia-Pacific financial markets : integration, …, (pp. 95-116). 2008
Persistent link: https://www.econbiz.de/10003603067
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Corporate governance and corporate performance : some evidence from newly listed firms on Chinese stock markets
Chen, Langnan; Li, Steven; Lin, Weibin - In: International journal of accounting, auditing and … 4 (2007) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10003569831
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A new assessment of the Chinese RMB exchange rate
Zhang, Zhibai; Chen, Langnan - In: China economic review : an international journal 30 (2014), pp. 113-122
Persistent link: https://www.econbiz.de/10011392430