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~language:"eng"
~person:"Andersen, Torben"
~person:"Hegerty, Scott W."
~person:"Wang, Yudong"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Mehrbändiges Werk"
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Volatility
Volatilität
118
Forecasting model
72
Prognoseverfahren
72
Estimation
67
Schätzung
67
Capital income
53
Kapitaleinkommen
53
Theorie
45
Theory
45
USA
45
United States
45
Exchange rate
44
Wechselkurs
44
Oil price
42
Ölpreis
42
Welt
37
World
37
Börsenkurs
33
Share price
33
ARCH model
32
ARCH-Modell
32
Time series analysis
30
Zeitreihenanalyse
30
Forecast
22
Prognose
22
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18
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18
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17
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17
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15
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15
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15
Petroleum
15
Regression analysis
15
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14
Cointegration
13
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12
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12
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Undetermined
54
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Article
118
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Conference Paper
Mehrbändiges Werk
Aufsatz in Zeitschrift
118
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48
Working Paper
48
Graue Literatur
44
Non-commercial literature
44
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7
Book section
7
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2
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2
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Andersen, Torben
Hegerty, Scott W.
Wang, Yudong
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Zhang, Yaojie
40
Corbet, Shaen
38
Demirer, Rıza
38
Wei, Yu
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Serletis, Apostolos
30
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Energy economics
13
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
6
Journal of forecasting
5
Applied economics
4
Journal of empirical finance
4
Applied economics quarterly
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of forecasting
3
Bulletin of applied economics
2
Economic modelling
2
Empirica : journal of european economics
2
International economic review
2
International review of applied economics
2
International review of economics & finance : IREF
2
Journal of economics & management
2
Journal of financial economics
2
Journal of financial markets
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of international trade & economic development
2
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
Baltic journal of economics
1
Eastern European economics
1
Econometric theory
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic issues
1
Economic systems
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
Finance research letters
1
Financial innovation : FIN
1
Global economy journal : GEJ
1
International journal of finance & economics : IJFE
1
International journal of trade and global markets
1
International review of financial analysis
1
Journal of Chinese economic and foreign trade studies
1
Journal of applied econometrics
1
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ECONIS (ZBW)
118
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118
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1
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:
2
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:
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
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:
5
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:
6
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:
7
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:
8
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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