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Realized volatility forecasting of agricultural commodity futures using long memory and regime switching

Tian, Fengping; Yang, Ke; Chen, Langnan - In: Journal of forecasting 36 (2017) 4, pp. 421-430

Persistent link: https://www.econbiz.de/10011860462

Volatility forecasting : long memory, regime switching and heteroscedasticity

Ma, Feng; Lu, Xinjie; Yang, Ke; Zhang, Yaojie - In: Applied economics 51 (2019) 38, pp. 4151-4163

Persistent link: https://www.econbiz.de/10012196974

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

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

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

Co-Training and Expansion: Towards Bridging Theory and Practice

Balcan, Maria-Florina; Blum, Avrim; Ke, Yang - 2004

Co-training is a method for combining labeled and unlabeled data when examples can be thought of as containing two distinct sets of features. It has had a number of practical successes, yet previous theoretical analyses have needed very strong assumptions on the data that are unlikely to be...

Persistent link: https://www.econbiz.de/10009441186