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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Bouri, Elie"
~person:"Franses, Philip Hans"
~person:"Pan, Zhiyuan"
~person:"Wu, Xinyu"
~subject:"Portfolio-Management"
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Prognoseverfahren
Portfolio-Management
Estimation
60
Schätzung
60
Volatility
40
Volatilität
40
Capital income
25
Forecasting model
25
Kapitaleinkommen
25
ARCH model
24
ARCH-Modell
24
Börsenkurs
18
Share price
18
Aktienmarkt
16
Stock market
16
Welt
16
World
16
Theorie
11
Theory
11
Oil price
9
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9
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Time series analysis
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USA
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28
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English
28
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Bouri, Elie
Franses, Philip Hans
Pan, Zhiyuan
Wu, Xinyu
Gupta, Rangan
61
Zaremba, Adam
32
Ma, Feng
30
Marcellino, Massimiliano
23
Pierdzioch, Christian
23
Wang, Yudong
23
Zhang, Yaojie
22
Salisu, Afees A.
16
Narayan, Paresh Kumar
15
Nonejad, Nima
15
Balcilar, Mehmet
12
Wei, Yu
12
McMillan, David G.
11
Wohar, Mark E.
11
Demirer, Rıza
10
Long, Huaigang
10
Timmermann, Allan
10
Baumeister, Christiane
9
Ghysels, Eric
9
Kang, Sang Hoon
9
Kumar, Dilip
9
Huber, Florian
8
Jawadi, Fredj
8
Liu, Li
8
Lu, Xinjie
8
Moosa, Imad A.
8
Siliverstovs, Boriss
8
Xuan Vinh Vo
8
Yoon, Seong-min
8
Bollerslev, Tim
7
Dai, Zhifeng
7
He, Mengxi
7
Kilian, Lutz
7
Li, Bin
7
Liang, Chao
7
Mensi, Walid
7
Yin, Libo
7
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Finance research letters
4
Energy economics
3
Economic modelling
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
Journal of risk
2
Pacific-Basin finance journal
2
Applied economics
1
Applied economics letters
1
Computational economics
1
Emerging markets review
1
International review of financial analysis
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance
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ECONIS (ZBW)
28
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1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Forecasting oil futures returns with news
Pan, Zhiyuan
;
Zhong, Hao
;
Wang, Yudong
;
Huang, Juan
- In:
Energy economics
134
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015047137
Saved in:
4
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
5
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
6
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
7
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
8
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
9
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
Saved in:
10
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
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