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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"nor"
~person:"Chen, Zhonglu"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Mehrbändiges Werk"
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Kapitaleinkommen
Volatilität
Forecasting model
3
Prognoseverfahren
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Aktienmarkt
2
China
2
Stock market
2
Volatility
2
forecasting
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Adaptive Lasso
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Capital market returns
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China's stock market
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Chinese stock market
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Economic forecast
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Share price
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Chen, Zhonglu
Kanas, Angelos
6
Liang, Chao
6
Ma, Feng
6
Gupta, Rangan
5
Kouretas, Georgios P.
4
Li, Xiafei
4
Salisu, Afees A.
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Wei, Yu
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Gil-Alaña, Luis A.
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Gong, Xu
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Hammoudeh, Shawkat
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Lanne, Markku
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Lewis, Kurt F.
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Lin, Boqiang
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Marsh, Ian
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Nguyen Phuc Canh
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Sinclair, C. Donald
2
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2
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2
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International journal of finance & economics : IJFE
Finance research letters
2
Energy economics
1
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
2
Sentiment indices and stock returns : evidence from China
Xu, Yongan
;
Wang, Jianqiong
;
Chen, Zhonglu
;
Liang, Chao
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10014253347
Saved in:
3
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
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