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~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"nld"
~language:"slk"
~person:"Demirer, Rıza"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~subject:"Capital income"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Petroleum"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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Capital income
Developing countries
Entwicklungsländer
Petroleum
Share price
Volatility
Forecasting model
6
Prognoseverfahren
6
Kapitaleinkommen
5
Börsenkurs
3
Estimation
3
Oil price
3
Portfolio selection
3
Portfolio-Management
3
Predictive regression
3
Schätzung
3
Theorie
3
Theory
3
Volatilität
3
Ölpreis
3
ARCH model
2
ARCH-Modell
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Regression analysis
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Regressionsanalyse
2
Welt
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World
2
24-month high and low
1
Capital market returns
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Certainty equivalent return
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Crude oil
1
Crude oil volatility
1
Dynamic equi-correlation
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Dynamic portfolio allocation
1
Economic forecast
1
Economic significance
1
Elastic net
1
Equity premium
1
Forecast
1
Forecasting
1
Industry portfolio
1
Kapitalmarktrendite
1
Lasso
1
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Article in journal
Aufsatz im Buch
Government document
Konferenzbeitrag
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6
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Demirer, Rıza
Tiwari, Aviral Kumar
Wang, Yudong
Frijns, Bart
5
Christiansen, Charlotte
4
Gospodinov, Nikolaj
4
Karanasos, Menelaos
4
Schotman, Peter C.
4
Wu, Chongfeng
4
Brandt, Michael W.
3
Caporin, Massimiliano
3
Cenesizoglu, Tolga
3
Cheng, Tingting
3
Conrad, Christian
3
Engsted, Tom
3
Francis, Bill B.
3
Hasan, Iftekhar
3
Hur, Jungshik
3
In, Francis Haeuck
3
Kim, Jae H.
3
Kim, Tong Suk
3
Ko, Kuan-Cheng
3
Kolari, James W.
3
Koop, Gary
3
Liao, Yin
3
Linton, Oliver
3
Maio, Paulo
3
Martens, Martin
3
Min, Byoung-Kyu
3
Nelson, Charles R.
3
Pan, Zhiyuan
3
Schlag, Christian
3
Turtle, Harry J.
3
Wei, K. C. John
3
Yang, J. Jimmy
3
Aldrich, Eric M.
2
Baillie, Richard
2
Bali, Turan G.
2
Bekaert, Geert
2
Blitz, David
2
Bollerslev, Tim
2
Booth, G. Geoffrey
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Journal of empirical finance
Energy economics
47
Finance research letters
15
Applied economics
10
Journal of forecasting
9
Research in international business and finance
9
Economic modelling
8
International review of economics & finance : IREF
8
Economics letters
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International journal of forecasting
4
Journal of economics and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global finance journal
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
Applied economics letters
2
Computational economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Economies : open access journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Quantitative finance
2
Structural change and economic dynamics : SC+ED
2
Technological forecasting & social change : an international journal
2
Theoretical economics letters
2
Applied financial economics
1
Brussels economic review
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Central Bank review / The Central Bank of the Republic of Turkey
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Defence and peace economics
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Economia internazionale
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Economia politica : journal of analytical and institutional economics
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ECONIS (ZBW)
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1
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
2
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
3
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
4
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
5
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
6
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
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