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~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~person:"Jawadi, Fredj"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Risikomaß"
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Search: subject_exact:"ARCH model"
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ARCH-Modell
Forecasting model
Risikomaß
ARCH model
8
Volatility
7
Volatilität
7
Prognoseverfahren
6
Aktienmarkt
3
Capital income
3
China
3
Kapitaleinkommen
3
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3
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volatility forecasting
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Jawadi, Fredj
Zhang, Yaojie
Ma, Feng
6
Wang, Yudong
5
Arouri, Mohamed
3
Chen, Cathy W. S.
3
Gupta, Rangan
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Liu, Jing
3
Sadorsky, Perry A.
3
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3
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3
Tang, Xiaolong
3
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3
Wang, Tianyi
3
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3
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2
Ahmed, Abdullahi Dahir
2
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2
Balakrishna, N.
2
Belkhouja, Mustapha
2
Bouri, Elie
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Charles, Amélie
2
Cheffou, Abdoulkarim Idi
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Chevallier, Julien
2
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2
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2
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2
He, Mengxi
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Ji, Qiang
2
Joëts, Marc
2
Li, Bin
2
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Economic modelling
Journal of forecasting
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9
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7
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4
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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2
Bulletin of economic research
1
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1
Decision making and risk/return optimization in financial economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
8
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1
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
2
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
3
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
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 : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
6
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
7
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
8
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
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