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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~accessRights:"restricted"
~person:"Zhang, Yaojie"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Impact assessment
Theorie
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Estimation
23
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23
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20
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20
Capital income
15
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15
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13
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13
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12
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11
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8
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Collection of articles written by one author
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13
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Zhang, Yaojie
Gupta, Rangan
67
Bahmani-Oskooee, Mohsen
28
Ma, Feng
27
Balcilar, Mehmet
22
Bouri, Elie
22
Gil-Alaña, Luis A.
21
Tiwari, Aviral Kumar
21
Serletis, Apostolos
20
Wohar, Mark E.
20
Apergēs, Nikolaos
18
Pierdzioch, Christian
18
Xuan Vinh Vo
18
Todorov, Viktor
17
Kang, Sang Hoon
16
Lee, Chien-chiang
15
Li, Jia
14
Mensi, Walid
14
Wang, Yudong
14
Yoon, Seong-min
14
Nonejad, Nima
13
Wei, Yu
13
Wu, Xinyu
13
Zhu, Huiming
13
Bollerslev, Tim
12
Hammoudeh, Shawkat
12
Salisu, Afees A.
12
Caporale, Guglielmo Maria
11
Jawadi, Fredj
11
Ji, Qiang
11
Kumar, Dilip
11
Kumbhakar, Subal
11
Narayan, Paresh Kumar
11
Shahzad, Syed Jawad Hussain
11
Brooks, Robert
10
Chan, Joshua
10
Demirer, Rıza
10
Jalles, João Tovar
10
Marcellino, Massimiliano
10
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10
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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
Finance research letters
1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
13
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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
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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