No Cover Image

Journal article 7 views

Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework

Hongjun Zeng Orcid Logo, Ran Wu, Mohammad Abedin Orcid Logo, Abdullahi D. Ahmed

Journal of Forecasting, Volume: 44, Issue: 6, Pages: 1851 - 1866

Swansea University Author: Mohammad Abedin Orcid Logo

Full text not available from this repository: check for access using links below.

Check full text

DOI (Published version): 10.1002/for.3264

Published in: Journal of Forecasting
ISSN: 0277-6693 1099-131X
Published: Wiley 2025
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa70178
first_indexed 2025-08-14T07:21:48Z
last_indexed 2025-09-25T07:21:40Z
id cronfa70178
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2025-09-24T12:23:27.2324223</datestamp><bib-version>v2</bib-version><id>70178</id><entry>2025-08-13</entry><title>Forecasting Volatility of Australian Stock Market Applying WTC&#x2010;DCA&#x2010;Informer Framework</title><swanseaauthors><author><sid>4ed8c020eae0c9bec4f5d9495d86d415</sid><ORCID>0000-0002-4688-0619</ORCID><firstname>Mohammad</firstname><surname>Abedin</surname><name>Mohammad Abedin</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2025-08-13</date><deptcode>CBAE</deptcode><abstract/><type>Journal Article</type><journal>Journal of Forecasting</journal><volume>44</volume><journalNumber>6</journalNumber><paginationStart>1851</paginationStart><paginationEnd>1866</paginationEnd><publisher>Wiley</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>0277-6693</issnPrint><issnElectronic>1099-131X</issnElectronic><keywords>Australian stock market, hybrid model, volatility forecasting, WTC-DCA-informer</keywords><publishedDay>1</publishedDay><publishedMonth>9</publishedMonth><publishedYear>2025</publishedYear><publishedDate>2025-09-01</publishedDate><doi>10.1002/for.3264</doi><url/><notes/><college>COLLEGE NANME</college><department>Management School</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>CBAE</DepartmentCode><institution>Swansea University</institution><apcterm>Not Required</apcterm><funders/><projectreference/><lastEdited>2025-09-24T12:23:27.2324223</lastEdited><Created>2025-08-13T11:01:11.0461778</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Hongjun</firstname><surname>Zeng</surname><orcid>0000-0002-5437-2710</orcid><order>1</order></author><author><firstname>Ran</firstname><surname>Wu</surname><order>2</order></author><author><firstname>Mohammad</firstname><surname>Abedin</surname><orcid>0000-0002-4688-0619</orcid><order>3</order></author><author><firstname>Abdullahi&#xA0;D.</firstname><surname>Ahmed</surname><order>4</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2025-09-24T12:23:27.2324223 v2 70178 2025-08-13 Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework 4ed8c020eae0c9bec4f5d9495d86d415 0000-0002-4688-0619 Mohammad Abedin Mohammad Abedin true false 2025-08-13 CBAE Journal Article Journal of Forecasting 44 6 1851 1866 Wiley 0277-6693 1099-131X Australian stock market, hybrid model, volatility forecasting, WTC-DCA-informer 1 9 2025 2025-09-01 10.1002/for.3264 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University Not Required 2025-09-24T12:23:27.2324223 2025-08-13T11:01:11.0461778 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Hongjun Zeng 0000-0002-5437-2710 1 Ran Wu 2 Mohammad Abedin 0000-0002-4688-0619 3 Abdullahi D. Ahmed 4
title Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
spellingShingle Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
Mohammad Abedin
title_short Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
title_full Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
title_fullStr Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
title_full_unstemmed Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
title_sort Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
author_id_str_mv 4ed8c020eae0c9bec4f5d9495d86d415
author_id_fullname_str_mv 4ed8c020eae0c9bec4f5d9495d86d415_***_Mohammad Abedin
author Mohammad Abedin
author2 Hongjun Zeng
Ran Wu
Mohammad Abedin
Abdullahi D. Ahmed
format Journal article
container_title Journal of Forecasting
container_volume 44
container_issue 6
container_start_page 1851
publishDate 2025
institution Swansea University
issn 0277-6693
1099-131X
doi_str_mv 10.1002/for.3264
publisher Wiley
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
published_date 2025-09-01T08:24:28Z
_version_ 1863154577689280512
score 11.105427