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~isPartOf:"International journal of entrepreneurial venturing : IJEV"
~isPartOf:"International review of financial analysis"
~language:"eng"
~language:"fin"
~language:"nld"
~person:"Li, Yan"
~subject:"Capital income"
~subject:"Cluster analysis"
~subject:"Estimation"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Risk"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Capital income
Cluster analysis
Estimation
India
Innovation
Lieferkette
Risk
Aktienmarkt
5
Stock market
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
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3
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Out-of-sample forecasting
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Behavioural finance
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Change of stock-selection risk
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Forecasting
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Global equity market
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Jumps
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LSTM
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Leverage effects
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Long-term adjusted volatility
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Overnight information
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Rationale Erwartung
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Return forecasting
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Return predictability
1
Risiko
1
Risikoprämie
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1
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Li, Yan
Narayan, Paresh Kumar
11
Xuan Vinh Vo
10
Ma, Feng
9
Xiong, Xiong
9
Lau, Chi Keung
8
Hudson, Robert
7
O'Sullivan, Niall
7
Yarovaya, Larisa
7
Bouri, Elie
6
Brooks, Chris
6
Clare, Andrew D.
6
Zaremba, Adam
6
Dinh Hoang Bach Phan
5
Fletcher, Jonathan
5
Goodell, John W.
5
Lin, Mei-Chen
5
Liu, Jia
5
Urquhart, Andrew
5
Yin, Libo
5
Azad, A. S. M. Sohel
4
Caporale, Guglielmo Maria
4
Cuthbertson, Keith
4
Dowling, Michael
4
Fernández, Viviana
4
Ge̜bka, Bartosz
4
Gil-Alaña, Luis A.
4
Gregoriou, Andros
4
Huang, Wei
4
Kim, Jae H.
4
Kumar, Satish
4
Li, Youwei
4
Liang, Chao
4
Mazouz, Khelifa
4
Nitzsche, Dirk
4
Nonejad, Nima
4
Shahzad, Syed Jawad Hussain
4
Sharma, Susan Sunila
4
Shen, Dehua
4
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4
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International journal of entrepreneurial venturing : IJEV
International review of financial analysis
Energy economics
4
Finance research letters
3
International review of economics & finance : IREF
2
Journal of financial economics
2
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
China finance review international
1
Economic modelling
1
Group decision and negotiation
1
International entrepreneurship and management journal
1
International journal of e-entrepreneurship and innovation : IJEEI ; an official publication of the Information Resources Management Association
1
International journal of financial engineering
1
International journal of social economics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of entrepreneurship
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of small business and entrepreneurship : JSBE ; the journal of the Canadian Council for Small Business and Entrepreneurship
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
Pacific-Basin finance journal
1
Technological forecasting & social change : an international journal
1
Technovation : the international journal of technological innovation, entrepreneurship and technology management
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
4
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1
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
2
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
3
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
4
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
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