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~language:"eng"
~language:"nld"
~language:"slk"
~person:"Chiarella, Carl"
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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Developing countries
Entwicklungsländer
Share price
Volatility
Theorie
207
Theory
207
Volatilität
91
Forecasting model
60
Prognoseverfahren
60
Estimation
51
Schätzung
51
Stochastic process
43
Stochastischer Prozess
43
Börsenkurs
42
Oil price
42
Ölpreis
42
Capital income
40
Kapitaleinkommen
40
Option pricing theory
39
Optionspreistheorie
39
Yield curve
36
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36
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33
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33
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33
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33
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29
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24
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21
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21
Monetäre Wachstumstheorie
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20
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20
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81
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Chiarella, Carl
Wang, Yudong
Gupta, Rangan
283
McAleer, Michael
264
Caporale, Guglielmo Maria
225
Nunnenkamp, Peter
172
Aizenman, Joshua
124
Bahmani-Oskooee, Mohsen
123
Pierdzioch, Christian
115
Bollerslev, Tim
113
Gil-Alaña, Luis A.
112
Bouri, Elie
106
Hammoudeh, Shawkat
99
Ma, Feng
99
McMillan, David G.
96
Andersen, Torben
95
Gnangnon, Sèna Kimm
95
Chang, Chia-Lin
94
Narayan, Paresh Kumar
94
Tiwari, Aviral Kumar
93
Wohar, Mark E.
88
Härdle, Wolfgang
84
Anderson, Kym
83
Klasen, Stephan
83
Edwards, Sebastian
80
Hoekman, Bernard M.
80
Allen, David E.
79
Spagnolo, Nicola
78
Morrissey, Oliver
74
Hautsch, Nikolaus
73
Kose, M. Ayhan
73
Asongu, Simplice
71
Dreher, Axel
71
Lux, Thomas
71
Stulz, René M.
71
Agénor, Pierre-Richard
69
Plastun, Alex
69
Rodrik, Dani
68
Ryu, Doojin
68
Bohl, Martin T.
65
Diebold, Francis X.
65
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Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Energy economics
14
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
10
Journal of forecasting
7
Journal of empirical finance
5
Economic modelling
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
Advances in Pacific Basin financial markets
2
Applied economics
2
Asia-Pacific financial markets
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
2
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
2
The European journal of finance
2
The Oxford handbook of computational economics and finance
2
The journal of futures markets
2
Annals of finance
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Diskussionsarbeit
1
Economic theory and international trade : essays in honour of Murray C. Kemp
1
Economics letters
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
Finance research letters
1
Financial innovation : FIN
1
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
Handbook of computational economics ; Volume 3
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of management science and engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
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ECONIS (ZBW)
118
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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
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
5
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
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
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:
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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