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subject:"Welt"
~person:"Liang, Chao"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Handbook"
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Search: subject_exact:"Prognosetechnik"
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Welt
Estimation theory
Forecasting model
Prognoseverfahren
40
Volatility
33
Volatilität
33
ARCH model
23
ARCH-Modell
23
Aktienmarkt
21
Stock market
21
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15
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15
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14
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14
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40
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40
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Liang, Chao
Gupta, Rangan
192
Ma, Feng
98
Pierdzioch, Christian
88
Clements, Michael P.
74
Franses, Philip Hans
64
Wang, Yudong
62
Zhang, Yaojie
62
Baghestani, Hamid
58
Timmermann, Allan
58
Fildes, Robert
57
McMillan, David G.
52
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
44
Petropoulos, Fotios
43
Nikolopoulos, Konstantinos
41
Wang, Shouyang
41
Goodwin, Paul
40
Hendry, David F.
40
Zaremba, Adam
40
Ruelke, Jan-Christoph
39
Song, Haiyan
39
Hyndman, Rob J.
38
Narayan, Paresh Kumar
38
Salisu, Afees A.
38
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Bratu, Mihaela
34
Kourentzes, Nikolaos
33
Armstrong, Jon Scott
31
Bouri, Elie
31
Kapetanios, George
31
Lahiri, Kajal
31
Balcilar, Mehmet
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
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International journal of finance & economics : IJFE
6
Energy economics
5
Finance research letters
5
International review of financial analysis
5
International review of economics & finance : IREF
4
Applied economics
3
Journal of international financial markets, institutions & money
2
China finance review international
1
Economic modelling
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of economic behavior & organization
1
Journal of forecasting
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Technological forecasting & social change : an international journal
1
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ECONIS (ZBW)
40
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40
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1
Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Applied economics
56
(
2024
)
37
,
pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
Saved in:
2
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
3
Analyst collaboration networks and earnings forecast performance
Cao, Shijiao
;
Liang, Chao
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543430
Saved in:
4
Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng
;
Zhang, Xiaotong
;
Liang, Chao
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
Saved in:
5
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
6
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
7
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
8
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
9
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
10
Sentiment indices and stock returns : evidence from China
Xu, Yongan
;
Wang, Jianqiong
;
Chen, Zhonglu
;
Liang, Chao
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10014253347
Saved in:
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