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~accessRights:"restricted"
~language:"eng"
~language:"nld"
~person:"Caporale, Guglielmo Maria"
~person:"Taylor, Mark P."
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
Volatility
Estimation
59
Schätzung
59
Volatilität
56
Forecasting model
54
Prognoseverfahren
54
Capital income
48
Kapitaleinkommen
48
Theorie
41
Theory
41
Oil price
35
Ölpreis
35
Börsenkurs
34
Share price
34
Welt
31
World
31
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27
ARCH-Modell
27
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26
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26
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25
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25
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19
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16
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14
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Risiko
12
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11
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11
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10
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63
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63
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9
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Caporale, Guglielmo Maria
Taylor, Mark P.
Wang, Yudong
Gupta, Rangan
140
Ma, Feng
84
Bouri, Elie
80
Gnangnon, Sèna Kimm
60
Tiwari, Aviral Kumar
54
Wohar, Mark E.
45
Hammoudeh, Shawkat
43
Mensi, Walid
39
Xuan Vinh Vo
38
Zhang, Yaojie
38
Bahmani-Oskooee, Mohsen
36
Kang, Sang Hoon
36
Ji, Qiang
35
Demirer, Rıza
34
Balcilar, Mehmet
33
Liang, Chao
33
Roubaud, David
33
Wei, Yu
33
Corbet, Shaen
32
Lucey, Brian M.
30
Lee, Chien-chiang
29
Salisu, Afees A.
28
Lau, Chi Keung
27
McAleer, Michael
27
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Kumar, Dilip
26
Pierdzioch, Christian
25
Apergēs, Nikolaos
24
Serletis, Apostolos
24
Umar, Zaghum
23
Gil-Alaña, Luis A.
22
Gillas, Konstantinos Gkillas
22
Jawadi, Fredj
22
Ryu, Doojin
22
Shahbaz, Muhammad
22
Wen, Fenghua
22
Zhu, Huiming
22
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Energy economics
9
Journal of forecasting
5
Finance research letters
4
Research in international business and finance
4
International journal of finance & economics : IJFE
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Applied economics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
The European journal of finance
2
China economic review : an international journal
1
Computational economics
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
Journal of banking & finance
1
Journal of economics and finance
1
Journal of international economics
1
Open economies review
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
63
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1
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10
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63
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date (oldest first)
1
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:
2
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
3
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:
4
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
5
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
6
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
7
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:
8
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:
9
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:
10
Currency volatility and global technological innovation
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Xu, Qi
- In:
Journal of international economics
137
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013439994
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