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~accessRights:"restricted"
~language:"eng"
~language:"sqi"
~person:"Zhang, Yaojie"
~subject:"EU countries"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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EU countries
Großbritannien
Kapitaleinkommen
Forecasting model
57
Prognoseverfahren
57
Volatility
41
Volatilität
41
ARCH model
31
ARCH-Modell
31
Aktienmarkt
25
Börsenkurs
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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22
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22
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14
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volatility forecasting
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Zhang, Yaojie
Gupta, Rangan
129
Zaremba, Adam
81
Wohar, Mark E.
46
Bouri, Elie
45
Ma, Feng
43
Narayan, Paresh Kumar
41
Tiwari, Aviral Kumar
40
Apergēs, Nikolaos
39
Wang, Yudong
34
Demirer, Rıza
32
Belke, Ansgar
29
Gil-Alaña, Luis A.
28
Shahzad, Syed Jawad Hussain
28
Xuan Vinh Vo
28
Zhang, Wei
27
Balcilar, Mehmet
26
Shen, Dehua
26
Caporale, Guglielmo Maria
24
McMillan, David G.
23
Umar, Zaghum
23
Yin, Libo
23
Cakici, Nusret
22
Nguyen, Duc Khuong
22
Sehgal, Sanjay
22
Zhong, Angel
22
Li, Yan
21
Li, Youwei
21
Liang, Chao
21
Long, Huaigang
21
Sosvilla-Rivero, Simón
21
Chevallier, Julien
20
Hammoudeh, Shawkat
20
Salisu, Afees A.
20
Xiong, Xiong
20
Pierdzioch, Christian
19
Ur Rehman, Mobeen
19
Afonso, António
18
Chiah, Mardy
18
Kang, Sang Hoon
18
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Economic modelling
5
Finance research letters
3
International review of financial analysis
3
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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
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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 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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