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~accessRights:"restricted"
~language:"eng"
~person:"Huang, Ho-chuan"
~person:"Jalles, João Tovar"
~person:"Paradiso, Antonio"
~person:"Smyth, Russell"
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH model"
~subject:"Backtesting"
~subject:"Climate change"
~subject:"Economic growth"
~subject:"Kapitalmarktrendite"
~subject:"Panel study"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
Backtesting
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Estimation
78
Forecasting model
66
Prognoseverfahren
66
Welt
55
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55
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46
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46
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45
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43
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Huang, Ho-chuan
Jalles, João Tovar
Paradiso, Antonio
Smyth, Russell
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
193
Ma, Feng
76
Bahmani-Oskooee, Mohsen
73
Tiwari, Aviral Kumar
73
Shahbaz, Muhammad
72
Lee, Chien-chiang
66
Gil-Alaña, Luis A.
65
Zaremba, Adam
59
Apergēs, Nikolaos
58
Wohar, Mark E.
54
Balcilar, Mehmet
53
Bouri, Elie
51
Hammoudeh, Shawkat
51
Xuan Vinh Vo
51
Salisu, Afees A.
45
Zhang, Yaojie
44
Gozgor, Giray
42
Ji, Qiang
40
Narayan, Paresh Kumar
39
Shahzad, Syed Jawad Hussain
39
Serletis, Apostolos
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Chang, Tsangyao
37
Demirer, Rıza
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Kang, Sang Hoon
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Jawadi, Fredj
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Afonso, Oscar
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Mensi, Walid
33
Odhiambo, Nicholas M.
33
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31
Westerlund, Joakim
31
Lau, Chi Keung
30
Yin, Libo
30
Afonso, António
29
Su, Chi-Wei
29
Liang, Chao
28
Pierdzioch, Christian
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Applied economics letters
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5
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5
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5
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4
International review of economics & finance : IREF
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
134
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1
Financial market integration : a complex and controversial journey
Donadelli, Michael
;
Gufler, I.
;
Paradiso, Antonio
- In:
International review of financial analysis
92
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014492428
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
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:
4
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:
5
Solving the forecast combination puzzle using double shrinkages
Liu, Li
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014543511
Saved in:
6
Total factor productivity and structural reforms : evidence from advanced economies sector-level data
Jalles, João Tovar
- In:
The Manchester School
92
(
2024
)
2
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014468715
Saved in:
7
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:
8
Extreme temperatures and out-of-pocket medical expenditure : evidence from China
Li, Xue
;
Smyth, Russell
;
Yao, Yao
- In:
China economic review : an international journal
77
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014233718
Saved in:
9
For whom the bell tolls : climate change and income inequality
Cevik, Serhan
;
Jalles, João Tovar
- In:
Energy policy
174
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014285003
Saved in:
10
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
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