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~accessRights:"restricted"
~language:"eng"
~language:"mul"
~language:"spa"
~language:"vie"
~person:"Zhang, Yaojie"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Kapitaleinkommen
Forecasting model
58
Prognoseverfahren
58
Volatility
41
Volatilität
41
ARCH model
31
ARCH-Modell
31
Capital income
26
Aktienmarkt
25
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25
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25
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25
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23
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23
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volatility forecasting
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Zhang, Yaojie
Gupta, Rangan
104
Zaremba, Adam
81
Bouri, Elie
42
Ma, Feng
39
Narayan, Paresh Kumar
39
Wohar, Mark E.
39
Wang, Yudong
34
Tiwari, Aviral Kumar
32
Demirer, Rıza
28
Zhang, Wei
27
Shahzad, Syed Jawad Hussain
26
Shen, Dehua
26
Balcilar, Mehmet
23
McMillan, David G.
23
Yin, Libo
23
Cakici, Nusret
22
Xuan Vinh Vo
22
Zhong, Angel
22
Long, Huaigang
21
Pierdzioch, Christian
20
Umar, Zaghum
20
Liang, Chao
19
Xiong, Xiong
19
Chiah, Mardy
18
Ko, Kuan-Cheng
18
Li, Yan
18
Ryu, Doojin
18
Salisu, Afees A.
18
Sehgal, Sanjay
18
Wu, Chongfeng
17
Chiang, Thomas C.
16
Kang, Jangkoo
16
Kumar, Dilip
16
Li, Youwei
16
Ur Rehman, Mobeen
16
Bali, Turan G.
15
Caporale, Guglielmo Maria
15
Dinh Hoang Bach Phan
15
Grobys, Klaus
15
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Economic modelling
5
Finance research letters
4
International review of financial analysis
3
Journal of forecasting
3
International journal of forecasting
2
Pacific-Basin finance journal
2
Applied economics
1
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of international financial markets, institutions & money
1
The journal of futures markets
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ECONIS (ZBW)
26
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
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:
3
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:
4
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
5
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
6
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
7
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
8
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:
9
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
10
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:
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