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~accessRights:"restricted"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~person:"Zhang, Yaojie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Volatility
80
Volatilität
80
Forecasting model
52
Prognoseverfahren
52
ARCH model
45
ARCH-Modell
45
Börsenkurs
31
Share price
31
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30
Kapitaleinkommen
30
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26
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26
Volatility forecasting
24
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21
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21
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20
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20
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18
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18
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15
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14
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14
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11
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11
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9
volatility forecasting
7
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6
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6
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6
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6
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6
Risiko
6
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6
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6
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6
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148
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79
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Aufsatz in Zeitschrift
Systematic review
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79
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2
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English
80
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1
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Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
Zhang, Yaojie
Gupta, Rangan
133
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
58
Hammoudeh, Shawkat
41
Mensi, Walid
41
Wohar, Mark E.
39
Kang, Sang Hoon
38
Wang, Yudong
38
Liang, Chao
37
Xuan Vinh Vo
36
Lucey, Brian M.
35
Bahmani-Oskooee, Mohsen
34
Ji, Qiang
34
Pierdzioch, Christian
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Roubaud, David
33
Balcilar, Mehmet
32
McAleer, Michael
28
Salisu, Afees A.
28
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Lau, Chi Keung
26
Kumar, Dilip
25
Umar, Zaghum
24
Gillas, Konstantinos Gkillas
23
Jawadi, Fredj
22
Todorov, Viktor
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Lee, Chien-chiang
21
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Ryu, Doojin
20
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Journal of econometrics
11
Applied economics
9
Energy economics
6
International journal of forecasting
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
5
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4
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4
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3
Finance research letters
2
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2
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2
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2
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2
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2
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2
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2
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2
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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
Finance : revue de l'Association Française de Finance
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
NBER reporter online
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
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ECONIS (ZBW)
81
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1
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
2
Volatility
measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
4
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:
5
Forecasting crude oil market
volatility
: a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
6
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:
7
The predictability of carbon futures
volatility
: new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
8
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:
9
Forecasting the
volatility
of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
10
Forecasting the oil price realized
volatility
: a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
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