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~isPartOf:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Zhang, Yaojie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Chang, Chia-Lin
Zhang, Yaojie
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6
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Journal of forecasting
Research in international business and finance
Tourism economics : the business and finance of tourism and recreation
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10
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7
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ECONIS (ZBW)
7
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1
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
2
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
3
New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran
;
Li, Pan
;
Wang, Lu
;
Zhang, Yaojie
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
Saved in:
4
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
5
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
6
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
7
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
Roengchai Tansuchat
- In:
Tourism economics : the business and finance of tourism …
17
(
2011
)
3
,
pp. 481-507
Persistent link: https://www.econbiz.de/10009154780
Saved in:
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