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~language:"eng"
~language:"ita"
~person:"Wang, Yudong"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Sammelwerk"
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Kapitaleinkommen
Schätzung
Forecasting model
60
Prognoseverfahren
60
Volatility
46
Volatilität
46
Oil price
42
Ölpreis
42
Capital income
36
Estimation
31
Welt
28
World
28
Theorie
27
Theory
27
ARCH model
26
ARCH-Modell
26
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22
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22
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20
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20
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18
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18
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15
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15
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15
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15
China
13
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13
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13
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13
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13
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12
Portfolio selection
11
Portfolio-Management
11
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9
Kapitalmarktrendite
9
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8
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8
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49
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1
Graue Literatur
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Wang, Yudong
Gupta, Rangan
237
Bahmani-Oskooee, Mohsen
157
Gil-Alaña, Luis A.
140
Narayan, Paresh Kumar
113
Caporale, Guglielmo Maria
112
Wohar, Mark E.
112
Chang, Tsangyao
106
Zaremba, Adam
103
Tiwari, Aviral Kumar
102
Apergēs, Nikolaos
91
McMillan, David G.
80
Lee, Chien-chiang
71
Bouri, Elie
67
Faff, Robert W.
67
Pierdzioch, Christian
65
Xuan Vinh Vo
62
Balcilar, Mehmet
61
Belke, Ansgar
61
Hammoudeh, Shawkat
61
Shahbaz, Muhammad
61
Ma, Feng
60
Moosa, Imad A.
59
Brooks, Robert
58
Kumbhakar, Subal
57
Su, Chi-Wei
55
Kutan, Ali Mustafa
53
Wagner, Joachim
51
Serletis, Apostolos
49
Egger, Peter
48
Herwartz, Helmut
48
McAleer, Michael
48
Demirer, Rıza
47
Hsing, Yu
47
Bali, Turan G.
46
Salisu, Afees A.
46
Shahzad, Syed Jawad Hussain
46
Zhang, Wei
46
Payne, James E.
45
Cakici, Nusret
44
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Energy economics
13
Journal of empirical finance
6
Economic modelling
5
Journal of forecasting
5
International review of economics & finance : IREF
3
Finance research letters
2
Journal of banking & finance
2
Applied economics
1
Computational economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of forecasting
1
International review of financial analysis
1
Journal of financial markets
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
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ECONIS (ZBW)
49
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49
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
7
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:
8
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:
9
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:
10
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:
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