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~accessRights:"restricted"
~person:"Zhang, Yaojie"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Volatility
38
Volatilität
38
Forecasting model
35
Prognoseverfahren
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29
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29
Volatility forecasting
19
Aktienmarkt
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Zhang, Yaojie
Gupta, Rangan
125
Ma, Feng
84
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79
Tiwari, Aviral Kumar
52
Hammoudeh, Shawkat
40
Mensi, Walid
39
Wohar, Mark E.
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Xuan Vinh Vo
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34
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Ji, Qiang
33
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33
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33
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31
Corbet, Shaen
30
Lucey, Brian M.
30
Pierdzioch, Christian
28
McAleer, Michael
27
Salisu, Afees A.
27
Yin, Libo
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Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
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23
Gillas, Konstantinos Gkillas
22
Wen, Fenghua
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Zhu, Huiming
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21
Wu, Xinyu
21
Jawadi, Fredj
20
Ryu, Doojin
20
Todorov, Viktor
20
Wang, Jiqian
20
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19
Lu, Xinjie
19
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
38
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1
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:
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 and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran
;
Li, Pan
;
Wang, Lu
;
Zhang, Yaojie
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
Saved in:
10
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:
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