Browsing by Author Lu Wang

Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2024More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?Chao Liang; Lu Wang; Duy Duong
2024Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network modelLi Zhang; Lu Wang; Thong Trung Nguyen; Ruiyi Ren