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Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie; He, Mengxi; Wen, Danyan; Wang, Yudong - In: Journal of forecasting 41 (2022) 3, pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
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Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Journal of forecasting 41 (2022) 2, pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
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Forecasting crude oil prices : a scaled PCA approach
He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012820812
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Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
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Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: Applied economics 55 (2023) 22, pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
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Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Applied economics 54 (2022) 50, pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
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Forecasting realized volatility of Chinese stock market : A simple but efficient truncated approach
Wen, Danyan; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Journal of Forecasting 41 (2021) 2, pp. 230-251
Persistent link: https://www.econbiz.de/10012632572
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Forecasting crude oil prices : do technical indicators need economic constraints?
Wen, Danyan; He, Mengxi; Liu, Li; Zhang, Yaojie - In: Quantitative finance 22 (2022) 8, pp. 1545-1559
Persistent link: https://www.econbiz.de/10013367928
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Industry volatility spillover and aggregate stock returns
Zhang, Yaojie; He, Mengxi; Wen, Danyan - In: The European journal of finance 30 (2024) 10, pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219
Persistent link: https://www.econbiz.de/10012745351