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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Cross, Jamie"
~person:"Zhang, Yaojie"
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Search: subject:"Volatilität"
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Forecasting model
7
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7
Volatility
7
Volatilität
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4
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4
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4
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Cross, Jamie
Zhang, Yaojie
Bollerslev, Tim
19
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17
Tauchen, George Eugene
15
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12
Aït-Sahalia, Yacine
11
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8
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4
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International journal of forecasting
Journal of econometrics
Economic modelling
7
Energy economics
7
Applied economics
6
Journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
3
CAMP working paper series
2
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of management science and engineering
1
The journal of futures markets
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
1
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ECONIS (ZBW)
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1
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
4
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
5
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
6
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
7
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Saved in:
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