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~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Zhang, Yaojie"
~subject:"Aktienmarkt"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Aktienmarkt
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Forecasting model
5
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4
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3
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3
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3
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Chang, Chia-Lin
Zhang, Yaojie
So, Mike Ka-pui
5
Wang, Yudong
5
Gupta, Rangan
4
Ma, Feng
4
Song, Yuping
4
Brooks, Chris
3
Chen, Cathy W. S.
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2
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2
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Han, Heejoon
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Lo, Chia Chun
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Wang, Jiqian
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Journal of forecasting
Energy economics
10
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Economic modelling
5
Finance research letters
5
International journal of forecasting
4
International review of financial analysis
3
Journal of econometrics
3
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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Research in international business and finance
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Economics letters
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ECONIS (ZBW)
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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 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:
3
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:
4
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
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