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~language:"bul"
~language:"eng"
~person:"Chiang, Thomas C."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Zhang, Wei"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Kapitaleinkommen
Volatility
155
Volatilität
155
Estimation
152
Schätzung
152
Capital income
139
Börsenkurs
135
Share price
135
Theorie
117
Theory
117
China
114
Stock market
107
Aktienmarkt
106
Welt
102
World
102
Forecasting model
79
Prognoseverfahren
79
Oil price
75
Ölpreis
75
Time series analysis
72
Zeitreihenanalyse
72
ARCH model
71
ARCH-Modell
71
India
53
Indien
53
USA
53
United States
53
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52
Risk
52
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51
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51
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51
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51
Cointegration
48
Kointegration
48
State space model
48
Zustandsraummodell
48
Spillover effect
43
Spillover-Effekt
43
Economic growth
36
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106
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12
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Article
139
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Statistik
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139
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3
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3
Non-commercial literature
3
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3
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2
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Language
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Bulgarian
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Chiang, Thomas C.
Tiwari, Aviral Kumar
Wang, Yudong
Zhang, Wei
Gupta, Rangan
119
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Fletcher, Jonathan
36
Demirer, Rıza
35
Brooks, Robert
34
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Guidolin, Massimo
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
24
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Energy economics
14
Finance research letters
13
Economic modelling
9
Research in international business and finance
6
Journal of empirical finance
5
Journal of forecasting
5
Global finance journal
4
International review of financial analysis
4
Journal of banking & finance
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Pacific-Basin finance journal
3
Advances in Pacific Basin business, economics, and finance
2
Applied economics letters
2
Asia Pacific financial markets
2
Financial innovation : FIN
2
International journal of economics and finance
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Review of Pacific Basin financial markets and policies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Computational economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics letters
1
Economies : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
European financial management : the journal of the European Financial Management Association
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Indian journal of economics & business : IJEB
1
International Journal of Financial Studies : open access journal
1
International journal of business
1
International journal of economics and financial issues : IJEFI
1
International journal of forecasting
1
Istanbul business research
1
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ECONIS (ZBW)
139
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139
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
3
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
4
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
5
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
6
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
7
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
8
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
9
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
10
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
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