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~accessRights:"restricted"
~person:"Herwartz, Helmut"
~person:"Ryu, Doojin"
~person:"Zhang, Yaojie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Volatility
65
Volatilität
65
ARCH model
39
ARCH-Modell
39
Forecasting model
39
Prognoseverfahren
39
Börsenkurs
27
Share price
27
Aktienmarkt
26
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26
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22
Capital income
17
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17
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16
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16
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15
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10
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volatility forecasting
7
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Realized volatility
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Aufsatz in Zeitschrift
Article in journal
66
Aufsatz im Buch
1
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research-article
1
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66
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Herwartz, Helmut
Ryu, Doojin
Zhang, Yaojie
Gupta, Rangan
129
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
57
Hammoudeh, Shawkat
41
Mensi, Walid
41
Wohar, Mark E.
39
Kang, Sang Hoon
38
Wang, Yudong
38
Liang, Chao
37
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Ji, Qiang
34
Lucey, Brian M.
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Roubaud, David
33
Balcilar, Mehmet
31
Pierdzioch, Christian
30
McAleer, Michael
28
Salisu, Afees A.
28
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Lau, Chi Keung
26
Kumar, Dilip
25
Gillas, Konstantinos Gkillas
23
Umar, Zaghum
23
Jawadi, Fredj
22
Wen, Fenghua
22
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22
Zhu, Huiming
22
Lee, Chien-chiang
21
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Todorov, Viktor
20
Yoon, Seong-min
20
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Applied economics
6
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6
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
Economic modelling
4
International journal of forecasting
4
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4
Journal of international financial markets, institutions & money
3
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3
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2
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ECONIS (ZBW)
66
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66
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date (oldest first)
1
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:
2
Whose sentiment explains implied
volatility
change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Forecasting international equity market
volatility
: a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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