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~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Balcilar, Mehmet"
~person:"Siklos, Pierre L."
~person:"Zhang, Yaojie"
~subject:"KMU"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
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KMU
Volatilität
Zeitreihenanalyse
Forecasting model
94
Prognoseverfahren
94
Estimation
92
Schätzung
92
Volatility
92
Monetary policy
82
Geldpolitik
81
USA
67
United States
67
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65
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65
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64
Kapitaleinkommen
64
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64
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64
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59
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59
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47
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47
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44
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44
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40
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40
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36
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29
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27
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27
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26
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4
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112
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Fallstudie
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111
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19
Graue Literatur
19
Non-commercial literature
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19
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2
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Balcilar, Mehmet
Siklos, Pierre L.
Zhang, Yaojie
Gupta, Rangan
216
Gil-Alaña, Luis A.
197
Tiwari, Aviral Kumar
103
Bahmani-Oskooee, Mohsen
99
Phillips, Peter C. B.
98
Bouri, Elie
97
McAleer, Michael
97
Ma, Feng
94
Caporale, Guglielmo Maria
93
Franses, Philip Hans
84
Hammoudeh, Shawkat
72
Wohar, Mark E.
65
McMillan, David G.
64
Taylor, Robert
64
Kraus, Sascha
63
Bollerslev, Tim
61
Koopman, Siem Jan
59
Kang, Sang Hoon
57
Leybourne, Stephen James
56
Moosa, Imad A.
55
Mensi, Walid
53
Ghysels, Eric
52
Harvey, Andrew C.
52
Serletis, Apostolos
52
Teräsvirta, Timo
52
Wang, Yudong
52
Xuan Vinh Vo
50
Pierdzioch, Christian
49
Perron, Pierre
48
Andersen, Torben
47
Engle, Robert F.
47
Dana, Leo Paul
46
Lucey, Brian M.
46
Kumar, Dilip
45
Audretsch, David B.
44
Chang, Tsangyao
44
Cowling, Marc
44
Serrasqueiro, Zélia
44
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Applied economics
11
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
8
Economic modelling
7
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Finance research letters
3
International journal of finance & economics : IJFE
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economic systems
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of macroeconomics
2
Pacific-Basin finance journal
2
The European journal of finance
2
Agrekon
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied financial economics
1
Belgian journal of operations research, statistics and computer science
1
Bulletin of economic research
1
China economic review : an international journal
1
Economics : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Explorations in economic history : EEH
1
Financial innovation : FIN
1
Global finance journal
1
Information in financial asset prices : proceedings of a conference held by the Bank of Canada, May 1998
1
International economics and economic policy : IEEP
1
International journal of production economics
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic studies
1
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ECONIS (ZBW)
113
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1
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113
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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
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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
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