Langnan Chen

Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity

Fengping Tian, Ke Yang, Langnan Chen · International Journal of Forecasting · 2016 · 81 citations

Forecasting Methodology, Economics, Multivariate Stochastic Volatility +13

Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches

Ke Yang, Fengping Tian, Langnan Chen et al. · International Review of Economics & Finance · 2017 · 41 citations

Forecasting Methodology, Volatility Modeling, Precision Agriculture +12

Realized Volatility Forecast of Stock Index Under Structural Breaks

Ke Yang, Langnan Chen, Fengping Tian · Journal of Forecasting · 2014 · 31 citations

Volatility Modeling, Engineering, Time Series Econometrics +16

Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐of‐the‐Week Effect

Ke Yang, Langnan Chen · International Review of Finance · 2014 · 25 citations

Forecasting Methodology, Volatility Modeling, Engineering +21

Corporate governance and fraud: Evidence from China

Langnan Chen, Weibin Lin · Corporate Ownership and Control · 2007 · 23 citations

Fraud Detection, Ownership Structure, Firm Performance +10