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~language:"eng"
~language:"nor"
~person:"Bollerslev, Tim"
~person:"Wang, Yudong"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Kapitaleinkommen
Volatilität
Volatility
97
Forecasting model
80
Prognoseverfahren
80
Theorie
67
Theory
67
Capital income
62
Estimation
60
Schätzung
60
Oil price
42
Ölpreis
42
Börsenkurs
37
Share price
37
Welt
35
World
35
ARCH model
34
ARCH-Modell
34
Time series analysis
30
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30
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24
Prognose
24
Aktienmarkt
21
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18
Estimation theory
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Exchange rate
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115
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115
Arbeitspapier
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48
Non-commercial literature
48
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4
Book section
4
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Übersichtsarbeit
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Bollerslev, Tim
Wang, Yudong
Gupta, Rangan
217
Bouri, Elie
110
Ma, Feng
106
Zaremba, Adam
105
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
86
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
63
Pierdzioch, Christian
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Caporale, Guglielmo Maria
58
Demirer, Rıza
57
Zhang, Yaojie
57
Brooks, Robert
55
Mensi, Walid
54
Bali, Turan G.
53
Salisu, Afees A.
52
Nguyen, Duc Khuong
50
Lucey, Brian M.
49
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Ryu, Doojin
47
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Gil-Alaña, Luis A.
45
Liang, Chao
45
Shahzad, Syed Jawad Hussain
45
Sehgal, Sanjay
44
Yin, Libo
44
Yoon, Seong-min
43
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Journal of econometrics
19
Energy economics
15
Journal of empirical finance
8
Journal of forecasting
7
International journal of forecasting
5
Journal of financial economics
5
Economic modelling
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
3
Applied economics
2
Economics letters
2
Finance research letters
2
International economic review
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
The journal of futures markets
2
The review of economics and statistics
2
The review of financial studies
2
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
European financial management : the journal of the European Financial Management Association
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of management science and engineering
1
NBER reporter online
1
Pacific-Basin finance journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance
1
Research in international business and finance
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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