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~language:"eng"
~language:"nld"
~language:"slk"
~person:"McAleer, Michael"
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Share price"
~subject:"Volatility"
~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
Volatilität
119
Theorie
113
Theory
113
Forecasting model
84
Prognoseverfahren
84
ARCH model
76
ARCH-Modell
76
Estimation
71
Schätzung
70
Capital income
53
Kapitaleinkommen
53
Time series analysis
53
Zeitreihenanalyse
53
Welt
50
World
50
Oil price
48
Ölpreis
48
Börsenkurs
41
Estimation theory
37
Schätztheorie
37
Portfolio selection
33
Portfolio-Management
33
Stochastic process
33
Stochastischer Prozess
33
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26
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26
Forecast
25
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25
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Risikomaß
23
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23
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20
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19
China
19
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19
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19
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Article
129
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192
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186
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184
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184
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128
Bibliografie enthalten
2
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McAleer, Michael
Wang, Yudong
Gupta, Rangan
208
Bahmani-Oskooee, Mohsen
122
Ma, Feng
98
Bouri, Elie
95
McMillan, David G.
95
Gnangnon, Sèna Kimm
91
Narayan, Paresh Kumar
91
Hammoudeh, Shawkat
90
Tiwari, Aviral Kumar
90
Wohar, Mark E.
82
Nunnenkamp, Peter
76
Caporale, Guglielmo Maria
69
Ryu, Doojin
65
Zaremba, Adam
65
Xuan Vinh Vo
64
Pierdzioch, Christian
63
Hassan, M. Kabir
60
Apergēs, Nikolaos
59
Bollerslev, Tim
58
Gil-Alaña, Luis A.
58
Kang, Sang Hoon
58
Mensi, Walid
57
Lucey, Brian M.
55
Faff, Robert W.
54
Madura, Jeff
53
Brooks, Robert
52
Salisu, Afees A.
52
Stiglitz, Joseph E.
52
Lien, Da-hsiang Donald
51
Zhang, Wei
51
Bird, Graham R.
50
Corbet, Shaen
50
Hamori, Shigeyuki
50
Aizenman, Joshua
49
Nguyen, Duc Khuong
49
Xiong, Xiong
49
Balcilar, Mehmet
48
Kumar, Dilip
48
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Energy economics
17
Econometric reviews
13
Journal of econometrics
9
Journal of forecasting
7
International review of economics & finance : IREF
6
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
International journal of forecasting
5
Journal of empirical finance
5
Econometrics : open access journal
3
Economic modelling
3
Risks : open access journal
3
Economics letters
2
Finance research letters
2
Journal of banking & finance
2
Journal of economic surveys
2
The econometrics journal
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Computational economics
1
Econometric theory
1
Economies : open access journal
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
Financial innovation : FIN
1
Handbook of applied econometrics and statistical inference
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
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 financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of management science and engineering
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
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ECONIS (ZBW)
130
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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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