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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:"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
154
Schätzung
154
Volatilität
64
Time series analysis
56
Zeitreihenanalyse
56
Börsenkurs
52
Share price
52
Capital income
49
Kapitaleinkommen
49
Forecasting model
45
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
78
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
Article in journal
78
Aufsatz im Buch
1
Book section
1
Language
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English
78
Author
All
Gil-Alaña, Luis A.
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
Jawadi, Fredj
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
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
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
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
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 forecasting
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 journal of futures markets
1
The review of economic studies
1
Theoretical economics letters
1
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ECONIS (ZBW)
78
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78
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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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