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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~language:"bos"
~language:"eng"
~language:"ita"
~person:"Smyth, Russell"
~person:"Zhang, Yaojie"
~subject:"1972-2004"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Research Report"
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1972-2004
Schätzung
Forecasting model
15
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15
Estimation
11
ARCH model
10
ARCH-Modell
10
Australia
10
Australien
10
China
10
Volatility
10
Volatilität
10
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Crime
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3
Kriminalität
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3
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3
Unit root test
3
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3
Ölpreis
3
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2
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2
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Bosnian
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Smyth, Russell
Zhang, Yaojie
Bahmani-Oskooee, Mohsen
21
Moosa, Imad A.
15
Gil-Alaña, Luis A.
14
Gupta, Rangan
14
Narayan, Paresh Kumar
12
Zhu, Huiming
10
Chang, Tsangyao
9
Lee, Chien-chiang
9
Tiwari, Aviral Kumar
9
Zaremba, Adam
9
Apergēs, Nikolaos
8
Belke, Ansgar
8
Narayan, Seema
8
Selvanathan, Saroja
8
Umar, Zaghum
8
Yoon, Seong-min
8
Caporale, Guglielmo Maria
7
Balcilar, Mehmet
6
Kumar, Saten
6
Turner, Paul
6
Berument, Hakan
5
Cassou, Steven Peter
5
Chang, Chun Ping
5
Chen, Shyh-Wei
5
French, Michael T.
5
Goel, Rajeev K.
5
Goutte, Stéphane
5
Jawadi, Fredj
5
Kandil, Magda
5
Lien, Gudbrand
5
Ma, Feng
5
Payne, James E.
5
Rault, Christophe
5
Salim, Ruhul A.
5
Sosvilla-Rivero, Simón
5
Wang, Yudong
5
Weber, Enzo
5
Afonso, António
4
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Applied economics
Economic modelling
Department of Economics discussion papers / Monash University
11
Energy economics
10
Discussion paper / Monash University, Department of Economics
9
Applied economics letters
3
Energy policy
3
Finance research letters
3
China economic review : an international journal
2
Journal of Asian economics
2
Journal of forecasting
2
Applied financial economics letters
1
Australian economic papers
1
Bulletin of economic research
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of Chinese economic and business studies
1
Journal of multinational financial management
1
Journal of the Asia Pacific economy
1
Pacific economic review
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The American journal of economics and sociology
1
The economic record : er
1
The journal of futures markets
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ECONIS (ZBW)
11
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1
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11
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date (oldest first)
1
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:
2
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:
3
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:
4
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
5
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
6
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
7
Switching and asymmetric behaviour of the Okun coefficient in the US : evidence for the 1948-2015 period
Valadkhani, Abbas
;
Smyth, Russell
- In:
Economic modelling
50
(
2015
),
pp. 281-290
Persistent link: https://www.econbiz.de/10011440572
Saved in:
8
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
Saved in:
9
Does democracy facilitate economic growth or does economic growth facilitate democracy? : an empirical study of Sub-Saharan Africa
Narayan, Paresh Kumar
;
Narayan, Seema
;
Smyth, Russell
- In:
Economic modelling
28
(
2011
)
3
,
pp. 900-910
Persistent link: https://www.econbiz.de/10009271402
Saved in:
10
Educational expenditure in urban China : income effects, family characteristics and the demand for domestic and overseas education
Qian, Xiaolei
;
Smyth, Russell
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3379-3394
Persistent link: https://www.econbiz.de/10009357372
Saved in:
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