1
H index
0
i10 index
7
Citations
Sun Yat-Sen University | 1 H index 0 i10 index 7 Citations RESEARCH PRODUCTION: 2 Articles RESEARCH ACTIVITY: 2 years (2019 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1977 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mingmian Cheng. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713. Full description at Econpapers || Download paper |
2023 | Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819. Full description at Econpapers || Download paper |
2023 | Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693. Full description at Econpapers || Download paper |
2023 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Forecasting volatility using double shrinkage methods In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics. [Full Text][Citation analysis] | article | 1 |
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