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~accessRights:"restricted"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Zhang, Yaojie"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Nachruf"
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Estimation
Forecasting model
60
Prognoseverfahren
60
Volatility
42
Volatilität
42
ARCH model
32
ARCH-Modell
32
Capital income
28
Kapitaleinkommen
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26
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26
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25
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25
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Zhang, Yaojie
Gupta, Rangan
147
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
63
Zaremba, Adam
53
Tiwari, Aviral Kumar
51
Wohar, Mark E.
45
Apergēs, Nikolaos
42
Balcilar, Mehmet
40
Lee, Chien-chiang
38
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37
Ma, Feng
34
Salisu, Afees A.
34
Xuan Vinh Vo
34
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33
Bouri, Elie
32
Caporale, Guglielmo Maria
30
Jalles, João Tovar
30
Wang, Yudong
29
Kang, Sang Hoon
28
Narayan, Paresh Kumar
28
Pierdzioch, Christian
28
Chang, Tsangyao
26
Mensi, Walid
26
Yoon, Seong-min
26
Kumbhakar, Subal
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Jawadi, Fredj
23
Afonso, António
22
Gozgor, Giray
22
Zhu, Huiming
22
Tsionas, Efthymios G.
21
Demirer, Rıza
20
Polemis, Michael
20
Wagner, Joachim
20
Lau, Chi Keung
19
Su, Chi-Wei
19
Todorov, Viktor
19
Yin, Libo
19
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3
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3
Finance research letters
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2
Journal of forecasting
2
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1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
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International journal of forecasting
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Pacific-Basin finance journal
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ECONIS (ZBW)
25
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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 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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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
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