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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Jawadi, Fredj"
~person:"Li, Jia"
~person:"Ma, Feng"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Rohstoffderivat"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
EU countries
Rohstoffderivat
Volatility
Estimation
176
Schätzung
176
Volatilität
73
Börsenkurs
62
Share price
62
Time series analysis
61
Zeitreihenanalyse
61
Capital income
57
Kapitaleinkommen
57
Forecasting model
52
Prognoseverfahren
52
Aktienmarkt
45
Stock market
45
Cointegration
35
Kointegration
35
ARCH model
33
ARCH-Modell
33
Fractional integration
31
Theorie
30
Theory
30
Welt
20
World
20
Oil price
19
Ölpreis
19
Risiko
15
Risk
15
Economic growth
14
Persistence
14
Wirtschaftswachstum
14
CAPM
12
Capital market returns
12
Kapitalmarktrendite
12
Nichtlineare Regression
12
Nonlinear regression
12
Portfolio selection
12
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6
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Article
87
Type of publication (narrower categories)
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
Article in journal
87
Aufsatz im Buch
2
Book section
2
Language
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English
87
Author
All
Gil-Alaña, Luis A.
Jawadi, Fredj
Li, Jia
Ma, Feng
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Zhang, Yaojie
Gupta, Rangan
52
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
18
Xuan Vinh Vo
18
Pierdzioch, Christian
17
Wohar, Mark E.
17
Kang, Sang Hoon
16
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Todorov, Viktor
16
Wang, Yudong
14
Wei, Yu
13
Zhu, Huiming
13
Bollerslev, Tim
12
Lee, Chien-chiang
12
Wu, Xinyu
12
Kumar, Dilip
11
Nonejad, Nima
11
Yoon, Seong-min
11
Caporale, Guglielmo Maria
10
Chevallier, Julien
10
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Ji, Qiang
10
Brooks, Robert
9
McAleer, Michael
9
Apergēs, Nikolaos
8
Clements, Adam
8
Degiannakis, Stavros
8
Ma, Jun
8
Prokopczuk, Marcel
8
Shi, Yanlin
8
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Applied economics
7
Energy economics
6
Finance research letters
6
Applied economics letters
5
Journal of econometrics
5
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
Decision
2
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
IIMB management review
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Bulletin of economic research
1
Computational economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of emerging markets
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of financial markets
1
Journal of forecasting
1
Macroeconomic dynamics
1
Research in international business and finance
1
Review of development finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The Indian economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
87
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87
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1
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
2
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
3
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
4
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
5
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
6
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
7
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
8
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
9
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
10
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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