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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Li, Jia"
~person:"Ma, Feng"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Rohstoffderivat"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
EU countries
Forecasting model
Rohstoffderivat
Volatility
Estimation
154
Schätzung
154
Volatilität
64
Time series analysis
56
Zeitreihenanalyse
56
Börsenkurs
52
Share price
52
Capital income
49
Kapitaleinkommen
49
Prognoseverfahren
45
Aktienmarkt
40
Stock market
40
Cointegration
33
Kointegration
33
Fractional integration
31
ARCH model
28
ARCH-Modell
28
Theorie
22
Theory
22
Oil price
19
Welt
19
World
19
Ölpreis
19
Persistence
14
Economic growth
12
Risiko
12
Risk
12
Wirtschaftswachstum
12
fractional integration
12
CAPM
11
Capital market returns
11
Estimation theory
11
High-frequency data
11
Kapitalmarktrendite
11
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6
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Article
93
Type of publication (narrower categories)
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
Article in journal
93
Aufsatz im Buch
1
Book section
1
Language
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English
93
Author
All
Gil-Alaña, Luis A.
Li, Jia
Ma, Feng
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Zhang, Yaojie
Gupta, Rangan
80
Zaremba, Adam
28
Pierdzioch, Christian
25
Balcilar, Mehmet
24
Bouri, Elie
24
Wohar, Mark E.
23
Wang, Yudong
22
Bahmani-Oskooee, Mohsen
21
Xuan Vinh Vo
21
Mensi, Walid
17
Narayan, Paresh Kumar
17
Todorov, Viktor
17
Kang, Sang Hoon
16
Nonejad, Nima
16
Salisu, Afees A.
16
Tiwari, Aviral Kumar
16
Wei, Yu
15
Zhu, Huiming
14
Demirer, Rıza
13
Lee, Chien-chiang
13
Bollerslev, Tim
12
Ji, Qiang
12
Kumar, Dilip
12
McMillan, David G.
12
Wu, Xinyu
12
Yin, Libo
12
Christou, Christina
11
Jawadi, Fredj
11
Shi, Yanlin
11
Yoon, Seong-min
11
Caporale, Guglielmo Maria
10
Chevallier, Julien
10
Hammoudeh, Shawkat
10
Lau, Chi Keung
10
Long, Huaigang
10
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Finance research letters
10
Applied economics
7
Energy economics
7
Applied economics letters
6
International review of financial analysis
5
Journal of econometrics
5
International review of economics & finance : IREF
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
Journal of international financial markets, institutions & money
3
Decision
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
IIMB management review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
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 economics and finance
1
Journal of empirical finance
1
Research in international business and finance
1
Review of development finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
The review of economic studies
1
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ECONIS (ZBW)
93
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93
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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 exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
6
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
7
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:
8
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
9
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:
10
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
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