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subject:"United Kingdom"
~isPartOf:"Applied economics"
~person:"Zhang, Yaojie"
~subject:"Kointegration"
~subject:"USA"
~subject:"Volatilität"
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United Kingdom
Kointegration
USA
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ARCH model
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ARCH-Modell
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Aktienmarkt
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Estimation
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Prognoseverfahren
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diffusion index
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economic policy uncertainty
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global terrorist attacks
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implied volatility indices
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international stock market
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monthly realized volatility
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stock market
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the Chinese stock market
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Zhang, Yaojie
Bahmani-Oskooee, Mohsen
7
Gil-Alaña, Luis A.
7
Moosa, Imad A.
5
Belke, Ansgar
4
Cassou, Steven Peter
4
Gupta, Rangan
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Ma, Feng
4
Thornton, James
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Yoon, Seong-min
3
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2
Balcilar, Mehmet
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Beckmann, Joscha
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Chang, Tsangyao
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2
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2
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2
Friesner, Dan
2
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2
Goel, Rajeev K.
2
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2
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Applied economics
Bulletin of economic research
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
Journal of forecasting
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Pacific-Basin finance journal
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The European journal of finance
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ECONIS (ZBW)
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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:
2
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:
3
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:
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