Chao Wang - Publications, H-index & Citations

Chao Wang

University of Sydney

8H指数

32论文数

279被引数

收录论文 8

发表时间

Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days 结合动态图表和所有交易日的全球股市波动率预测

JOURNAL OF FORECASTING

IF2.7

2025-12-01

PREAI

Chi, Zhengyang; Gao, Junbin; Wang, Chao

Along short-term memory enhanced realized conditional heteroskedasticity model

ECONOMIC MODELLING

IF4.7

2025-01-01

OAAI

Liu, Chen; Wang, Chao; Tran, Minh-Ngoc; Kohn, Robert

Seasonality in deep learning forecasts of electricity imbalance prices 深度学习预测电力不平衡价格的季节性

ENERGY ECONOMICS

IF14.2

2024-09-01

OAAI

Deng, Sinan; Inekwe, John; Smirnov, Vladimir; Wait, Andrew; Wang, Chao

A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting

JOURNAL OF FORECASTING

IF2.7

2023-09-06

OAAI

Wang, Chao; Gerlach, Richard

Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach

JOURNAL OF FORECASTING

IF2.7

2023-03-09

OAAI

Storti, Giuseppe; Wang, Chao

Nonparametric expected shortfall forecasting incorporating weighted quantiles

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2022-01-01

OAAI

Storti, Giuseppe; Wang, Chao

Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2020-04-01

OAAI

Gerlach, Richard; Wang, Chao

Self-Excited Threshold Poisson Autoregression

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2014-06-13

OAAI

Wang, Chao; Liu, Heng; Yao, Jian-feng; Davis, Richard A.; Li, Wai Keung

研究方向