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~language:"eng"
~person:"Brooks, Robert D."
~person:"Demirer, Rıza"
~person:"Zhang, Yaojie"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
Volatility
87
Forecasting model
86
Prognoseverfahren
86
Stock market
69
Aktienmarkt
67
Capital income
64
Kapitaleinkommen
64
Börsenkurs
57
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57
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47
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47
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45
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45
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45
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45
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41
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38
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38
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22
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19
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Brooks, Robert D.
Demirer, Rıza
Zhang, Yaojie
McAleer, Michael
243
Gupta, Rangan
218
Caporale, Guglielmo Maria
133
Bouri, Elie
102
Bollerslev, Tim
98
Ma, Feng
91
Chang, Chia-Lin
90
Andersen, Torben
87
Pierdzioch, Christian
77
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
63
Diebold, Francis X.
61
Härdle, Wolfgang
60
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Wohar, Mark E.
52
Clements, Adam
51
Mensi, Walid
51
Todorov, Viktor
51
McMillan, David G.
50
Caporin, Massimiliano
48
Salisu, Afees A.
48
Aizenman, Joshua
47
Dijk, Dick van
46
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Kočenda, Evžen
43
Chiarella, Carl
42
Christoffersen, Peter F.
42
Corbet, Shaen
42
Engle, Robert F.
42
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Energy economics
15
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Journal of forecasting
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Department of Economics working paper series
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4
International journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economics letters
3
International journal of finance & economics : IJFE
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Applied economics letters
2
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2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Defence and peace economics
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Economia politica : journal of analytical and institutional economics
1
Economic systems
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Economics and Business Letters : EBL
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1
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1
Global finance journal
1
International review of financial analysis
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Journal of the Operational Research Society
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Managerial finance
1
OPEC energy review
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
87
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1
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87
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date (oldest first)
1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
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
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
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
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:
8
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
9
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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