1. Algorithms comparison on intraday index return prediction：evidence from China. Issue 12 (12th July 2021) Authors: Li, Xiang; Yuan, Xianghui; Yuan, Jin; Xu, Hailun Journal: Applied economics letters Issue: Volume 28:Issue 12(2021) Page Start: 995 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting. (24th May 2018) Authors: Kruse, Robinson; Leschinski, Christian; Will, Michael Journal: Journal of financial econometrics Issue: Volume 17:Number 2(2019:Spring) Page Start: 180 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Forecasting the realized volatility in the Chinese stock market: further evidence. Issue 33 (14th July 2016) Authors: Pu, Wang; Chen, Yixiang; Ma, Feng Journal: Applied economics Issue: Volume 48:Issue 33(2016) Page Start: 3116 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Forecasting the realized volatility: the role of jumps. Issue 10 (2nd July 2016) Authors: Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean Journal: Applied economics letters Issue: Volume 23:Issue 10(2016) Page Start: 736 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?. Issue 18 (15th April 2018) Authors: Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li Journal: Applied economics Issue: Volume 50:Issue 18(2018) Page Start: 2087 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Regime-Switching Processes and Mean-Reverting Volatility Models in Value-at-Risk Estimation: Evidence from the Taiwan Stock Index. Issue 12 (25th September 2020) Authors: Chen, Yi-Wen; Lin, Chu-Bin; Tu, Anthony H. Journal: Emerging markets finance & trade Issue: Volume 56:Issue 12(2020) Page Start: 2693 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗