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~isPartOf:"Journal of forecasting"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Zhang, Yaojie"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Prognoseverfahren
Volatilität
Forecasting model
5
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5
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4
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4
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3
ARCH-Modell
3
Capital income
3
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Chang, Chia-Lin
Zhang, Yaojie
Gupta, Rangan
15
Franses, Philip Hans
12
Song, Haiyan
8
Clements, Michael P.
7
Marcellino, Massimiliano
7
McAleer, Michael
7
Wang, Yudong
7
Chen, Cathy W. S.
6
Chan, Ngai Hang
5
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5
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4
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4
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4
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4
Gerlach, Richard
4
Granger, C. W. J.
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
Kim, Jae H.
4
Kouassi, Eugène
4
Lee, Jack C.
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Lien, Da-hsiang Donald
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Lin, Edward M. H.
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4
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4
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4
Pierdzioch, Christian
4
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4
Salisu, Afees A.
4
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4
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Journal of forecasting
Tourism economics : the business and finance of tourism and recreation
Energy economics
12
Economic modelling
8
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of forecasting
6
Finance research letters
5
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of econometrics
3
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
Journal of empirical finance
2
Quantitative finance
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Research in international business and finance
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Annals of financial economics
1
Applied economics letters
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1
Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
6
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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
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
3
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:
4
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:
5
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:
6
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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