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~language:"eng"
~language:"nld"
~person:"Zhang, Yaojie"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
Kapitaleinkommen
Volatility
Forecasting model
59
Prognoseverfahren
59
Volatilität
43
ARCH model
32
ARCH-Modell
32
Capital income
27
Aktienmarkt
25
Börsenkurs
25
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25
Stock market
25
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24
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24
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24
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24
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21
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20
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20
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14
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13
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volatility forecasting
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Government document
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Zhang, Yaojie
Gupta, Rangan
225
Bahmani-Oskooee, Mohsen
124
McMillan, David G.
112
Bouri, Elie
109
Zaremba, Adam
105
Ma, Feng
104
Wohar, Mark E.
102
Gnangnon, Sèna Kimm
94
Machin, Stephen
91
Narayan, Paresh Kumar
91
Tiwari, Aviral Kumar
88
Gil-Alaña, Luis A.
84
Hammoudeh, Shawkat
84
Caporale, Guglielmo Maria
79
McAleer, Michael
78
Taylor, Mark P.
68
Blundell, Richard W.
67
Wright, Mike
67
Apergēs, Nikolaos
66
Xuan Vinh Vo
65
Faff, Robert W.
63
Nunnenkamp, Peter
62
Wang, Yudong
62
Kang, Sang Hoon
60
Pierdzioch, Christian
60
Brooks, Robert
58
Demirer, Rıza
58
Crafts, Nicholas
57
Bollerslev, Tim
56
Greenaway, David
56
Nguyen, Duc Khuong
55
Lucey, Brian M.
54
Mensi, Walid
54
Bali, Turan G.
53
Fabozzi, Frank J.
52
Mills, Terence C.
52
Balcilar, Mehmet
51
Bryson, Alex
51
Salisu, Afees A.
51
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Economic modelling
7
Applied economics
6
Energy economics
6
International journal of forecasting
5
Journal of forecasting
5
Finance research letters
4
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
3
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The journal of futures markets
2
Bulletin of economic research
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of empirical finance
1
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ECONIS (ZBW)
56
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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 crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
3
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:
4
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
5
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
6
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:
7
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
8
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
9
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:
10
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
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