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~accessRights:"restricted"
~isPartOf:"China finance review international"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"bul"
~language:"eng"
~language:"spa"
~person:"Japutra, Arnold"
~person:"Liang, Chao"
~person:"Tahir, Muhammad"
~person:"Wohar, Mark E."
~person:"Zhang, Yaojie"
~subject:"Konsumentenverhalten"
~subject:"Rohstoffderivat"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Festschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Rohstoffderivat
Volatility
Forecasting model
8
Prognoseverfahren
8
Volatilität
8
ARCH model
5
ARCH-Modell
5
Capital income
5
Kapitaleinkommen
5
Aktienmarkt
4
Börsenkurs
4
Share price
4
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4
Estimation
3
Schätzung
3
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3
forecasting
3
volatility forecasting
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2
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Behavioural finance
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2
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realized volatility
2
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Adaptive Lasso
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1
Bitcoin
1
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1
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China's stock market
1
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8
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Japutra, Arnold
Liang, Chao
Tahir, Muhammad
Wohar, Mark E.
Zhang, Yaojie
Ma, Feng
8
Li, Xiafei
4
Wei, Yu
4
Gupta, Rangan
3
Salisu, Afees A.
3
Butt, Hilal Anwar
2
Chen, Zhonglu
2
Gong, Xu
2
Lang, Qiaoqi
2
Lin, Boqiang
2
Nitzsche, Dirk
2
Tabash, Mosab I.
2
Wang, Jiqian
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Adeosun, Opeoluwa Adeniyi
1
Ahmed, Junaid
1
Ajide, Kazeem Bello
1
Akbar, Muhammad
1
Akhter, Waheed
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Alimi, Olorunfemi Yasiru
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1
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1
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1
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China finance review international
International journal of finance & economics : IJFE
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
7
Economic modelling
7
Finance research letters
7
International review of economics & finance : IREF
6
Journal of retailing and consumer services
6
Journal of business research : JBR
5
Research in international business and finance
5
International journal of forecasting
4
International review of financial analysis
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of market research
2
Journal of strategic marketing
2
Pacific-Basin finance journal
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism analysis : an interdisciplinary tourism & hospitality journal
2
Applied economics letters
1
Asia Pacific journal of marketing and logistics
1
Asia-Pacific journal of business administration
1
Australasian marketing journal : AMJ ; official journal of the Australia-New Zealand Marketing Academy (ANZMAC)
1
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
European journal of marketing
1
Global finance journal
1
Indian economic review : official journal of Delhi School of Economics
1
Information systems management
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of advertising : the review of marketing communications
1
International marketing review
1
Journal of Islamic marketing
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of international money and finance
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Journal of macroeconomics
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ECONIS (ZBW)
8
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1
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
2
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
3
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:
4
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
5
Revisiting the performance of the scaled momentum strategies
Butt, Hilal Anwar
;
Sadaqat, Mohsin
;
Tahir, Muhammad
- In:
China finance review international
12
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013286356
Saved in:
6
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
7
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
8
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
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