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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Albulescu, Claudiu Tiberiu"
~person:"Gambetti, Luca"
~person:"Wang, Yudong"
~person:"Zhang, Yaojie"
~subject:"Cointegration"
~subject:"Forecasting model"
~subject:"Regression analysis"
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Time series analysis
United States
Cointegration
Forecasting model
Regression analysis
Estimation
82
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82
Prognoseverfahren
40
Capital income
28
Kapitaleinkommen
28
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23
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23
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Albulescu, Claudiu Tiberiu
Gambetti, Luca
Wang, Yudong
Zhang, Yaojie
Gupta, Rangan
108
Gil-Alaña, Luis A.
53
Bahmani-Oskooee, Mohsen
46
Marcellino, Massimiliano
33
Ma, Feng
31
Balcilar, Mehmet
25
Pierdzioch, Christian
25
Tiwari, Aviral Kumar
24
Wohar, Mark E.
24
Zaremba, Adam
24
Chang, Tsangyao
23
Salisu, Afees A.
23
Ghysels, Eric
19
Forni, Mario
17
Narayan, Paresh Kumar
17
Nonejad, Nima
17
Lee, Chien-chiang
16
Shahbaz, Muhammad
16
Apergēs, Nikolaos
15
Caporale, Guglielmo Maria
15
Jawadi, Fredj
15
Bouri, Elie
13
Massa, Massimo
13
Todorov, Viktor
13
Wei, Yu
13
Xuan Vinh Vo
13
Hammoudeh, Shawkat
12
Kelly, Bryan T.
12
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12
Miller, Stephen M.
12
Moosa, Imad A.
12
Ranjbar, Omid
12
Baumeister, Christiane
11
Chan, Joshua
11
Heckman, James J.
11
Panagiōtidēs, Theodōros
11
Sala, Luca
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2
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ECONIS (ZBW)
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1
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
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:
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
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
6
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:
7
Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
;
Wang, Qunwei
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015049680
Saved in:
8
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:
9
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
10
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
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