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~language:"eng"
~language:"spa"
~language:"tur"
~language:"ukr"
~person:"Wang, Yudong"
~subject:"Estimation"
~subject:"Hungary"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Estimation
Hungary
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Volatilität
Forecasting model
60
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60
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46
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42
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42
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36
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31
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28
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Wang, Yudong
Gupta, Rangan
302
Bahmani-Oskooee, Mohsen
199
Gil-Alaña, Luis A.
147
Tiwari, Aviral Kumar
134
Caporale, Guglielmo Maria
125
Wohar, Mark E.
119
Apergēs, Nikolaos
114
Belke, Ansgar
106
Bouri, Elie
105
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103
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102
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98
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93
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91
Pierdzioch, Christian
87
Serletis, Apostolos
87
McMillan, David G.
83
Hsing, Yu
82
Zaremba, Adam
77
Lee, Chien-chiang
74
Kutan, Ali Mustafa
73
Xuan Vinh Vo
73
Balcilar, Mehmet
72
Siklos, Pierre L.
71
Haan, Jakob de
69
Kang, Sang Hoon
68
Herwartz, Helmut
67
Salisu, Afees A.
66
Shahbaz, Muhammad
66
Mensi, Walid
63
Hamori, Shigeyuki
61
Su, Chi-Wei
60
Jawadi, Fredj
59
Bollerslev, Tim
58
Lucey, Brian M.
58
Hayo, Bernd
57
Kumbhakar, Subal
57
Zhang, Yaojie
56
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55
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Energy economics
19
Journal of forecasting
6
Economic modelling
5
International journal of forecasting
5
Journal of empirical finance
5
International review of economics & finance : IREF
3
Applied economics
2
Finance research letters
2
International review of financial analysis
2
The journal of futures markets
2
Computational economics
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
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of management science and engineering
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Pacific-Basin finance journal
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ECONIS (ZBW)
64
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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
Saved in:
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