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~language:"eng"
~language:"nld"
~person:"Zhang, Yaojie"
~subject:"Developing countries"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Volatility
Forecasting model
59
Prognoseverfahren
59
Volatilität
43
ARCH model
32
ARCH-Modell
32
Capital income
27
Kapitaleinkommen
27
Aktienmarkt
25
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25
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25
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25
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24
Oil price
24
Schätzung
24
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24
Volatility forecasting
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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13
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7
Erdöl
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volatility forecasting
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43
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Zhang, Yaojie
Gupta, Rangan
155
Bahmani-Oskooee, Mohsen
111
Gnangnon, Sèna Kimm
94
Bouri, Elie
93
Ma, Feng
90
McAleer, Michael
73
Hammoudeh, Shawkat
68
Tiwari, Aviral Kumar
63
Nunnenkamp, Peter
61
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
50
Wohar, Mark E.
50
McMillan, David G.
49
Xuan Vinh Vo
48
Wang, Yudong
46
Kumar, Dilip
45
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Andersen, Torben
40
Aizenman, Joshua
39
Lucey, Brian M.
39
Apergēs, Nikolaos
38
Demirer, Rıza
38
Hegerty, Scott W.
38
Serletis, Apostolos
38
Wei, Yu
38
Bird, Graham R.
37
Liang, Chao
37
Yoon, Seong-min
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Ji, Qiang
35
Roubaud, David
35
Todorov, Viktor
34
Brooks, Robert
33
Hamori, Shigeyuki
33
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Applied economics
6
Energy economics
6
Economic modelling
4
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of management science and engineering
1
The journal of futures markets
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ECONIS (ZBW)
43
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1
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10
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43
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1
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:
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
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