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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~accessRights:"restricted"
~person:"Zhang, Yaojie"
~subject:"Panel"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Impact assessment
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Estimation
21
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20
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20
Capital income
13
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volatility forecasting
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Collection of articles written by one author
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Zhang, Yaojie
Gupta, Rangan
75
Bahmani-Oskooee, Mohsen
30
Apergēs, Nikolaos
27
Ma, Feng
26
Tiwari, Aviral Kumar
26
Balcilar, Mehmet
24
Bouri, Elie
23
Wohar, Mark E.
21
Gil-Alaña, Luis A.
20
Lee, Chien-chiang
20
Serletis, Apostolos
20
Pierdzioch, Christian
18
Xuan Vinh Vo
18
Jalles, João Tovar
17
Kumbhakar, Subal
17
Hammoudeh, Shawkat
16
Kang, Sang Hoon
16
Mensi, Walid
16
Narayan, Paresh Kumar
16
Todorov, Viktor
16
Yoon, Seong-min
16
Polemis, Michael
15
Wang, Yudong
15
Zhu, Huiming
15
Afonso, António
14
Jawadi, Fredj
14
Salisu, Afees A.
14
Caporale, Guglielmo Maria
13
Li, Jia
13
Nonejad, Nima
13
Wei, Yu
13
Westerlund, Joakim
13
Bollerslev, Tim
12
Panagiōtidēs, Theodōros
12
Shahbaz, Muhammad
12
Wu, Xinyu
12
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11
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11
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3
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2
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1
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1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
6
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
7
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
8
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
9
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
10
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
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