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source:"econis"
subject:"Estimation"
~person:"Wang, Yudong"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Wang, Yudong
Gil-Alaña, Luis A.
35
Gupta, Rangan
34
Caporale, Guglielmo Maria
32
Serletis, Apostolos
28
Bollerslev, Tim
26
McAleer, Michael
26
Kumbhakar, Subal
25
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22
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20
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19
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17
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16
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16
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16
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16
Tiwari, Aviral Kumar
16
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15
Asai, Manabu
15
Chan, Joshua
15
MacDonald, Ronald
15
Apergēs, Nikolaos
14
Aït-Sahalia, Yacine
14
Chang, Tsangyao
14
Diebold, Francis X.
14
Härdle, Wolfgang
14
Pierdzioch, Christian
14
Caporin, Massimiliano
13
Engel, Charles
13
Engle, Robert F.
13
Engsted, Tom
13
Marcellino, Massimiliano
13
McMillan, David G.
13
Peel, David
13
Phillips, Peter C. B.
13
Taylor, Robert
13
Tsionas, Efthymios G.
13
Tzavalis, Elias
13
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13
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12
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Journal of empirical finance
3
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2
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2
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1
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1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
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ECONIS (ZBW)
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1
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
2
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
3
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
4
Managerial ability and idiosyncratic volatility
Wu, Xi
;
Tong, Xinle
;
Wang, Yudong
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2566-2581
Persistent link: https://www.econbiz.de/10013184908
Saved in:
5
Good volatility, bad volatility, and time series return predictability
Yu, Honghai
;
Hao, Xianfeng
;
Wang, Yudong
- In:
The European journal of finance
28
(
2022
)
6
,
pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
Saved in:
6
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
7
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
8
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
9
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
10
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
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