1

Forecasting the prices of crude oil: An iterated combination approach

Year:
2018
Language:
english
File:
PDF, 1.16 MB
english, 2018
3

Forecasting stock returns: Do less powerful predictors help?

Year:
2018
Language:
english
File:
PDF, 493 KB
english, 2018
4

Interest rate level and stock return predictability

Year:
2019
Language:
english
File:
PDF, 460 KB
english, 2019
5

Forecasting the aggregate stock market volatility in a data-rich world

Year:
2020
Language:
english
File:
PDF, 1.42 MB
english, 2020
7

Forecasting the oil futures price volatility: Large jumps and small jumps

Year:
2018
Language:
english
File:
PDF, 407 KB
english, 2018
8

Intraday momentum and stock return predictability: Evidence from China

Year:
2018
Language:
english
File:
PDF, 698 KB
english, 2018
21

Forecasting oil price volatility: Forecast combination versus shrinkage method

Year:
2019
Language:
english
File:
PDF, 1.31 MB
english, 2019
22

Out‐of‐sample volatility prediction: A new mixed‐frequency approach

Year:
2019
Language:
english
File:
PDF, 894 KB
english, 2019
23

Volatility forecasting: long memory, regime switching and heteroscedasticity

Year:
2019
Language:
english
File:
PDF, 1.26 MB
english, 2019
24

Economic policy uncertainty and the Chinese stock market volatility: new evidence

Year:
2019
Language:
english
File:
PDF, 1.38 MB
english, 2019
26

Geopolitical risk and oil volatility: A new insight

Year:
2019
Language:
english
File:
PDF, 4.27 MB
english, 2019