Items where Author is "Liu, Ting"

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 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

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.