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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

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DOI (Published version): 10.1002/for.3264

Published in: Journal of Forecasting
ISSN: 0277-6693 1099-131X
Published: Wiley 2025
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URI: https://cronfa.swan.ac.uk/Record/cronfa70178
first_indexed 2025-08-13T10:05:00Z
last_indexed 2025-09-25T04:16:05Z
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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
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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
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published_date 2025-09-01T18:04:11Z
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