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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Liang, Chao"
~subject:"Derivat"
~subject:"Statistische Verteilung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Derivat
Statistische Verteilung
Volatility
Theorie
141
Theory
141
Portfolio selection
112
Portfolio-Management
112
USA
65
United States
65
Volatilität
62
Forecasting model
50
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50
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48
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48
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47
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36
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Fabozzi, Frank J.
Liang, Chao
Gupta, Rangan
157
Bouri, Elie
88
Ma, Feng
87
McAleer, Michael
80
Lien, Da-hsiang Donald
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
68
Tiwari, Aviral Kumar
61
Bollerslev, Tim
56
Kang, Sang Hoon
55
McMillan, David G.
52
Wohar, Mark E.
52
Wang, Yudong
50
Mensi, Walid
48
Benth, Fred Espen
47
Andersen, Torben
45
Brooks, Robert
45
Kumar, Dilip
45
Xuan Vinh Vo
45
Pierdzioch, Christian
44
Račev, Svetlozar T.
44
Caporale, Guglielmo Maria
42
Ryu, Doojin
42
Zhang, Yaojie
42
Demirer, Rıza
41
Carr, Peter
40
Yoon, Seong-min
39
Chevallier, Julien
38
Corbet, Shaen
38
Härdle, Wolfgang
37
Salisu, Afees A.
37
Wei, Yu
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Lucey, Brian M.
36
Roubaud, David
35
Todorov, Viktor
35
Faff, Robert W.
34
Madan, Dilip B.
34
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International journal of finance & economics : IJFE
6
International review of financial analysis
6
Computational economics
5
Energy economics
5
Applied financial economics
4
Finance research letters
4
The handbook of fixed income securities
4
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4
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3
International journal of theoretical and applied finance
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International review of economics & finance : IREF
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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3
Economics letters
2
European financial management : the journal of the European Financial Management Association
2
Handbook of financial markets : securities, options and futures
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Risk assessment : decisions in banking and finance
2
The handbook of European structured financial products
2
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2
Annals of economics and finance
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Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
China finance review international
1
Econometric reviews
1
Economic modelling
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economics & business
1
Journal of financial intermediation
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ECONIS (ZBW)
115
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1
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10
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115
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1
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
2
Air quality index and the Chinese stock market volatility : evidence from both market and sector indices
Shen, Lihua
;
Lu, Xinjie
;
Toan Luu Duc Huynh
;
Liang, Chao
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 224-239
Persistent link: https://www.econbiz.de/10014343120
Saved in:
3
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
4
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
5
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
6
Forecasting gold volatility with geopolitical risk indices
Li, Xiafei
;
Guo, Qiang
;
Liang, Chao
;
Umar, Muhammad
- In:
Research in international business and finance
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014266744
Saved in:
7
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:
8
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
9
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
10
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
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