Items where Author is "Liu, Ting"
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Number of items: 3.
Liu, Ting and Choo, Weichong and Xinping, Han and Li, Le
(2025)
Combining deep learning with econometric models: volatility forecasting using the KAN-GARCH-MIDAS framework.
Journal of Applied Economics, 28 (1).
art. no. 2555479.
pp. 1-20.
ISSN 1514-0326; eISSN: 1667-6726
Liu, Ting
(2025)
Improving stock volatility forecasting with an outlier- corrected GARCH-MIDAS model for enhanced accuracy across major global stock markets.
Doctoral thesis, Universiti Putra Malaysia.
Liu, Ting and Choo, Weichong and Tunde, Matemilola Bolaji and Wan, Cheongkin and Liang, Yifan
(2024)
Enhancing stock volatility prediction with the AO-GARCH-MIDAS model.
PLoS ONE, 19 (6).
art. no. e0305420.
pp. 1-20.
ISSN 1932-6203; eISSN: 1932-6203