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~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Ghani, Maria"
~person:"Herrera, Rodrigo"
~person:"Nonejad, Nima"
~person:"Wang, Jiqian"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: ("Finanzpolitik" OR "Investition" OR "Nachhaltige Entwicklung" OR "Prognose" OR "Schuldenbremse") AND NOT isPartOf:Wirtschaftsdienst
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ARCH-Modell
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Forecasting model
25
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19
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19
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14
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14
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Ghani, Maria
Herrera, Rodrigo
Nonejad, Nima
Wang, Jiqian
Ma, Feng
30
Wang, Yudong
17
Gupta, Rangan
14
Zhang, Yaojie
14
Liang, Chao
9
Lu, Xinjie
8
Huang, Dengshi
7
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Wei, Yu
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5
Li, Yan
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Liu, Li
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Lyócsa, Štefan
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Pierdzioch, Christian
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Salisu, Afees A.
5
Wohar, Mark E.
5
Wu, Chongfeng
5
Wu, Xinyu
5
Zeng, Qing
5
Klein, Tony
4
McAleer, Michael
4
Ruiz, Esther
4
Shahbaz, Muhammad
4
Wahab, M. I. M.
4
Wang, Lu
4
Zhang, Yue-jun
4
Athanasopoulos, George
3
Boudt, Kris
3
Caporin, Massimiliano
3
Catania, Leopoldo
3
Chen, Zhonglu
3
Gallo, Giampiero M.
3
Huber, Florian
3
Hyndman, Rob J.
3
Ji, Qiang
3
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3
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Energy economics
Finance research letters
International journal of forecasting
International review of economics & finance : IREF
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of forecasting
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
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1
The European journal of finance
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ECONIS (ZBW)
19
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1
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19
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1
Climate risk and Chinese stock volatility forecasting : evidence from ESG index
Wang, Jiqian
;
Li, Liang
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473275
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
4
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
Saved in:
5
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
6
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
7
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
8
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
9
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
10
Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index : what forms of nonlinearity help improve forecast accuracy the most?
Nonejad, Nima
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013341402
Saved in:
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