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Faculty of Science and Tech...
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HU Yujia
3
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Journal article
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2025
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2023
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2016
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英语English
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SCIE
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Chinese stock market
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forecasting
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Econometrics
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Journal of Forecasting
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Stock Price Limit and Its Predictability in the Chinese Stock Market
Journal article
Journal of Forecasting,2025, volume: 44, issue: 2, pages: 297-319
Authors:
Liang,Haohui
;
Hu,Yujia
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View/Download:2/0
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Submit date:2025/03/10
Chinese stock market
classification
forecasting
machine learning
price limit
A Heuristic Approach to Forecasting and Selection of a Portfolio with Extra High Dimensions
Journal article
Mathematics,2023, volume: 11, issue: 6
Authors:
Hu, Yujia
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View/Download:10/0
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Submit date:2023/04/18
Chinese stock market
forecasting
multi-period investment strategy
portfolio theory
Volatility forecasting: Downside risk, jumps and leverage effect
Journal article
Econometrics,2016, volume: 4, issue: 1
Authors:
Audrino, Francesco
;
Hu, Yujia
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View/Download:3/0
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Submit date:2022/06/14
Downside risk
High frequency data
Leverage effect
Realized volatility forecasting